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STRESS TEST FOR ISLAMIC AND CONVENTIONAL BANKS USING SENSITIVITY SCENARIO TEST: Evidence from Qatari Banking Sector
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References

  • 2013Stress-testing macro stress testing: Does it live up to expectations?295 cited
  • 2009The High Level Group on Financial Supervision in the EU249 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2005Stress Tests of UK Banks Using a VAR Approach144 cited
  • 2010A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector109 cited
  • 2009How to Find Plausible, Severe and Useful Stress Scenarios94 cited
  • 2013Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers77 cited
  • 2004Stress Testing Financial Systems: What to Do When the Governor Calls73 cited
  • 2008The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective56 cited
  • 2012Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector36 cited
  • 2012Enhanced Stress Testing and Financial Stability30 cited
  • 2008Stress Testing Credit Risk: A Survey of Authorities' Approaches28 cited
  • 2004Stress Testing: A Review of Key Concepts25 cited
  • 2010Credit risk model for the Estonian banking sector20 cited

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