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Stress Testing of the Greek Banking System
7 references·1 citing·37 second hop
Stress Testing of the Greek Banking System (2006)Stress Testing of the Greek Banking SystemEconometric Modelling at the Bank of Greece (2022)Econometric Modelling at the …Stress tests: useful complements to financial risk models (2019)Stress tests: useful compleme…Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland (2017)Macro Stress Testing with a M…Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…Regional Integration Challenges in South East Europe: Banking Sector Trends (2007)Regional Integration Challeng…Stress Tests of UK Banks Using a VAR Approach (2005)Stress Tests of UK Banks Usin…Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences (2001)Stress Testing of Financial S…Post-pandemic inflation: Phillips curve, trends, drivers and lessons (2022)Post-pandemic inflation: Phil…Developing a stress testing framework based on market risk models (2008)Stress Testing of Real Credit Portfolios (2016)Money, Debt, and Economic Activity (1972)An Area Wide Model (Awm) for the Euro Area (2003)Wage Rigidity and Monetary Union (2005)Exchange-rate arrangements and financial integration in East Asia: on a collision course? (2006)The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation (2006)Capital Flows, Capital Account Liberalisation and the Mediterranean Countries (2022)Generalized impulse response analysis in linear multivariate models (1998)Forward-Looking Rules for Monetary Policy (1999)Unit Roots, Cointegration, and Structural Change (1999)A comparative analysis of macro stress-testing methodologies with application to Finland (2005)Asymmetric effects of the business cycle on bank credit risk (2009)Asset quality in a crisis period: An empirical examination of Ghanaian banks (2014)The Economics of Money, Banking and Financial Markets (1986)Development, Geography, and Economic Theory (1998)Comparing financial systems (2001)Monetary unions, external shocks and economic performance: A Latin American perspective (2006)Technical and allocative efficiency in European banking (2009)The Determinants of Banks’ Capital Adequacy Ratio: Some Evidence from South Eastern European Countries (2015)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks (2011)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Stability of rating transitions (2000)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Fundamentals-Based Estimation of Default Probabilities - A Survey (2006)Modelling Scenario Analysis and Macro Stress-testing (2006)A Macroprudential Framework for Monitoring and Examining Financial Soundness (2010)Expectations and the neutrality of money (1972)The governance of global value chains (2005)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Financial Soundness Indicators: Analytical Aspects and Country Practices (2002)Toward a Framework for Safeguarding Financial Stability (2004)
this work references cited by second hop

References

  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2001Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences177 cited
  • 2005Stress Tests of UK Banks Using a VAR Approach144 cited
  • 2007Regional Integration Challenges in South East Europe: Banking Sector Trends66 cited
  • 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
  • 2022Econometric Modelling at the Bank of Greece39 cited
  • 2019Stress tests: useful complements to financial risk models27 cited

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  • 2022Post-pandemic inflation: Phillips curve, trends, drivers and lessons10 cited

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