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Stressed Out: Macroprudential Principles for Stress Testing
16 references·16 citing·42 second hopsampled
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References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2002Coordination risk and the price of debt507 cited
  • 2010Will the U.S. bank recapitalization succeed? Eight lessons from Japan278 cited
  • 2008Financial Regulation in a System Context180 cited
  • 2011Dividends and Bank Capital in the Financial Crisis of 2007-2009139 cited
  • 2009Macroprudential Supervision of Financial Institutions: Lessons from the SCAP

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113 cited

Cited by

  • 2019Banks’ Risk Dynamics and Distance to Default79 cited
  • 2015Mandatory Disclosure and Financial Contagion70 cited
  • 2013Fire-sale Spillovers and Systemic Risk68 cited
  • 2015Supervisory Stress Tests65 cited
  • 2012Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany63 cited
  • 2016Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests54 cited
  • 2015How Did Markets React to Stress Tests?49 cited
  • 2013Dealing with the Challenges of Macro Financial Linkages in Emerging Markets44 cited
  • 2018Strategic fire-sales and price-mediated contagion in the banking system44 cited
  • 2015Will the U.S. and Europe Avoid a Lost Decade? Lessons from Japan’s Postcrisis Experience41 cited
  • 2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights40 cited
  • 2022Zombie Lending: Theoretical, International and Historical Perspectives36 cited
  • 2012Capital Market Consequences of EU Bank Stress Tests35 cited
  • 2011Disclosure, Transparency, and Market Discipline34 cited
  • 2021Mandatory disclosure and financial contagion32 cited
  • 2019Bank Risk Dynamics and Distance to Default32 cited