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Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model

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References

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2014Testing macroprudential stress tests: The risk of regulatory risk weights255 cited
2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads245 cited
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2009Dividends and Bank Capital in the Financial Crisis of 2007-2009102 cited
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2021Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience

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2017Bank funding costs in a rising interest rate environment28 cited

2018Current Expected Credit Loss: Lessons from 2007-200928 cited

2019Earnings, risk-taking, and capital accumulation in small and large community banks24 cited

2017Implications of Model Uncertainty for Bank Stress Testing23 cited

2019Development of a mechanism for assessing the economic sustainability of small enterprises8 cited