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Robustness, Validity and Significance of the ECB's Asset Quality Review and Stress Test Exercise
16 references·3 citing·53 second hop
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References

  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2010Contagion in financial networks1,143 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2011Neglected risks, financial innovation, and financial fragility742 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2011Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *570 cited
  • 2011Asset commonality, debt maturity and systemic risk435 cited
  • 2010Crisis Resolution and Bank Liquidity302 cited
  • 2013Fire Sales in a Model of Complexity299 cited
  • 2004Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics296 cited
  • 2012The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks284 cited
  • 2017

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Syndication, interconnectedness, and systemic risk
272 cited

Cited by

  • 2015The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution31 cited
  • 2016How Do Banks Adjust to Stricter Supervision?25 cited
  • 2017Stress tests and asset quality reviews of banks: A policy announcement tool23 cited