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Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector · Study

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PreprintStress Testing the Corporate Loans Portfolio of the Canadian Banking Sector

Miroslav Misina2012

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Preprintgreen2012

Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector

Miroslav Misina · Shubhasis Dey

36 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

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References

2005Towards a Macroprudential Framework for Financial Supervision and Regulation?2005Stress Tests of UK Banks Using a VAR Approach 1992Credit risk measurement 2005A comparative analysis of macro stress-testing methodologies with application to Finland 2004Measuring and Managing Credit Risk 2004Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland 2002Macroeconomic Stress Testing: Preliminary Evidence for Austria 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland

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2009Foreign asset risk exposure, DOI, and performance: An analysis of Canadian banks 2021Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

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2010A Macroprudential Framework for Monitoring and Examining Financial Soundnesspreprint · 4 shared references 2010Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sectorpreprint · 4 shared references 2005A comparative analysis of macro stress-testing methodologies with application to Finlandarticle · 3 shared references 2009Macroeconomic stress-testing banks: a survey of methodologieschapter · 3 shared references 2006Fundamentals-Based Estimation of Default Probabilities - A Surveyarticle · 3 shared references 2006Modelling Scenario Analysis and Macro Stress-testingpreprint · 3 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations36

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2185676

openalex_workW1509765863

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