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Credit risk model for the Estonian banking sector
16 references·2 citing·47 second hop
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References

  • 2000From value at risk to stress testing: The extreme value approach517 cited
  • 2001Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences177 cited
  • 2000Macroprudential Indicators of Financial System Soundness162 cited
  • 1998Stress Testing in a Value at Risk Framework161 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2007Introduction to Applied Stress Testing130 cited
  • 2002Macroeconomic Stress Testing: Preliminary Evidence for Austria109 cited
  • 1999The Length and Cost of Banking Crises104 cited
  • 2012Towards a Framework for Quantifying Systemic Stability103 cited
  • 2006Is bank portfolio riskiness procyclical?103 cited
  • 2009The Macroeconomic Consequences of Banking Crises in OECD Countries95 cited
  • 2009Stress-testing the Banking System94 cited
  • 2008Financial Innovation, Macroeconomic Stability and Systemic Crises75 cited
  • 2018Macroeconomic Default Modeling and Stress Testing65 cited
  • 2009The Aftermath of Financial Crises56 cited
  • 2006

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Modelling Scenario Analysis and Macro Stress-testing
46 cited

Cited by

  • 2013Determinants of Bank Interest Spreads in Estonia17 cited
  • 2011STRESS TEST FOR ISLAMIC AND CONVENTIONAL BANKS USING SENSITIVITY SCENARIO TEST: Evidence from Qatari Banking Sector12 cited