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Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
10 references·3 citing·48 second hop
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this work references cited by second hop

References

  • 2005Towards a Macroprudential Framework for Financial Supervision and Regulation?536 cited
  • 2005Stress Tests of UK Banks Using a VAR Approach144 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 1992Credit risk measurement141 cited
  • 2004Measuring and Managing Credit Risk133 cited
  • 2004Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland124 cited
  • 2002Macroeconomic Stress Testing: Preliminary Evidence for Austria109 cited
  • 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
  • 2017Credit risk measurement55 cited
  • 2003Liquidity Black Holes: Understanding, Quantifying and Managing Financial Liquidity Risk53 cited

Cited by

  • 2009Foreign asset risk exposure, DOI, and performance: An analysis of Canadian banks28 cited
  • 2021Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings24 cited
  • 2008Non-Linearities, Model Uncertainty, and Macro Stress Testing19 cited

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