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Macro stress tests of UK banks
7 references·3 citing·50 second hop
Macro stress tests of UK banks (2005)Macro stress tests of UK banksMacroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Macroeconomic Dynamics and Cr…The Provisioning Experience of the Major UK Banks: A Small Panel Investigation (2003)The Provisioning Experience o…Stability of ratings transitions (2001)Stability of ratings transiti…Economic Models at the Bank of England (2000)Economic Models at the Bank o…Forward-Looking Rules for Monetary Policy (1999)Forward-Looking Rules for Mon…CREDIBILITY AND THE EFFECTIVENESS OF INFLATION TARGETING REGIMES (1996)CREDIBILITY AND THE EFFECTIVE…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Business Cycle Effects on Commercial Bank Loan Portfolio Performance in Developing Economies (2011)Business Cycle Effects on Com…A Macroprudential Framework for Monitoring and Examining Financial Soundness (2010)A Macroprudential Framework f…How resilient is the German banking system to macroeconomic shocks? (2009)How resilient is the German b…The Implications of Corporate Bond Ratings Drift (1992)The Credit Rating Industry (1995)Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities (2005)Empirical credit cycles and capital buffer formation (2005)Split bond ratings and rating migration (2008)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Credit Losses in Australasian Banking (2009)Provisioning Rules and Bank Lending: A Theoretical Model (2009)Bank-specific and macroeconomic determinants of non-performing loans in the Republic of Macedonia: Comparative analysis of enterprise and household NPLs (2019)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Implications of Bank Ownership for the Credit Channel of Monetary Policy Transmission: Evidence from India (2010)A micro data approach to the identification of credit crunches (2012)Linkages Between the Real Sector and the FinancialSector: the Case of Malaysia (2012)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)The Solution of Linear Difference Models under Rational Expectations (1980)Forecast Error Bounds By Stochastic Simulation (1996)Open-Economy Inflation- Forecast Targeting (2006)An Estimated DSGE Model for the United Kingdom (2007)Financial Development, Financial Fragility, and Growth (2004)Financial Development, Financial Fragility, and Growth (2006)Systemic Banking Crises: A New Database (2008)Macroeconomic Credit Risk Factors in Poland’s Banking Sector (2014)Governing the Commons (1990)Governing the Commons: The Evolution of Institutions for Collective Action (1992)Can Low Interest Rates be Harmful: An Assessment of the Bank Risk-Taking Channel in Asia (2014)Capital Market Financing for SMEs: A Growing Need in Emerging Asia (2014)How Capital Flows Affect Economy-Wide Vulnerability and Inequality: Flow-of-Funds Analysis of Selected Asian Economies (2014)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Macroeconomics and Reality (1980)Market conditions, default risk and credit spreads (2009)Non-Performing Loans: What Matters in Addition to the Economic Cycle? (2013)Key Determinants of Non-performing Loans: New Evidence from a Global Sample (2015)Robustness properties of a rule for monetary policy (1988)Inflation Targeting: A New Framework for Monetary Policy? (1997)Nominal income targeting in an open-economy optimizing model (1999)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Historical monetary policy analysis and the Taylor rule (2003)The Concept, Policy Use and Measurement of Structural Unemployment (2000)Stress Tests of UK Banks Using a VAR Approach (2005)Assessing the impact of the 2004 Olympic Games on the Greek economy: A small macroeconometric model (2008)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999Forward-Looking Rules for Monetary Policy507 cited
  • 2006Macroeconomic Dynamics and Credit Risk: A Global Perspective408 cited
  • 2000Economic Models at the Bank of England166 cited
  • 2003The Provisioning Experience of the Major UK Banks: A Small Panel Investigation101 cited
  • 2001Stability of ratings transitions100 cited
  • 1996CREDIBILITY AND THE EFFECTIVENESS OF INFLATION TARGETING REGIMES37 cited

Cited by

  • 2009How resilient is the German banking system to macroeconomic shocks?39 cited
  • 2010A Macroprudential Framework for Monitoring and Examining Financial Soundness39 cited
  • 2011Business Cycle Effects on Commercial Bank Loan Portfolio Performance in Developing Economies30 cited

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