SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Macroprudential Stress-Testing Practices of Central Banks in Central and Southeastern Europe: Comparison and Challenges Ahead
9 references·0 citing·46 second hop
Macroprudential Stress-Testing Practices of Central Banks in Central and Southeastern Europe: Comparison and Challenges Ahead (2012)Macroprudential Stress-Testing Practices …A Framework For Assessing Systemic Risk (2010)A Framework For Assessing Sys…Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)Towards an Operational Framew…Stress Testing Credit Risk: A Survey of Authorities' Approaches (2009)Stress Testing Credit Risk: A…Modeling Monetary Policy Transmission in Acceding Countries: Vector Autoregression Versus Structural Vector Autoregression (2009)Modeling Monetary Policy Tran…Macro stress tests and crises: what can we learn? (2009)Macro stress tests and crises…How to Find Plausible, Severe and Useful Stress Scenarios (2009)How to Find Plausible, Severe…Global Macro-Financial Shocks and Expected Default Frequencies in the Euro Area (2008)Global Macro-Financial Shocks…Introduction to Applied Stress Testing (2007)Introduction to Applied Stres…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…Can "It" Happen Again? (1984)Forecasting Economic Time Series (2000)Systemic Banking Crises: A New Database (2008)Dealing with the Challenges of Macro Financial Linkages in Emerging Markets (2013)Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir (2015)Using Agent-Based Models for Analyzing Threats to Financial Stability (2015)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Robust Monetary Rules under Unstructured and Structured Model Uncertainty (2008)Stress Testing Credit Risk: A Survey of Authorities' Approaches (2008)A long-run survival analysis of corporate liquidations in Ireland (2014)Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)A systematic approach to multi-period stress testing of portfolio credit risk (2011)Systematic stress tests with entropic plausibility constraints (2012)Dynamical macroprudential stress testing using network theory (2015)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Credit Cycles (1997)Testing macroprudential stress tests: The risk of regulatory risk weights (2014)Identifying excessive credit growth and leverage (2017)What Do We Know About the Effects of Macroprudential Policy? (2017)Inference in Linear Time Series Models with some Unit Roots (1990)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy (2013)Euro area monetary policy transmission in Estonia (2014)Assessing the price and output effects of monetary policy in Vietnam: evidence from a VAR analysis (2019)Risk Assessment for Banking Systems (2004)Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets (2007)Technological Change, Financial Innovation, and Diffusion in Banking (2012)Portfolio Credit Risk (1998)Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences (2001)A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector (2010)Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis (2011)Stress-testing US bank holding companies: A dynamic panel quantile regression approach (2014)Toward a Framework for Safeguarding Financial Stability (2004)Measuring the systemic risk in indirect financial networks (2021)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Discretion versus policy rules in practice (1993)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)
this work references cited by second hop

References

  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences263 cited
  • 2007Introduction to Applied Stress Testing130 cited
  • 2009Stress Testing Credit Risk: A Survey of Authorities' Approaches121 cited
  • 2009How to Find Plausible, Severe and Useful Stress Scenarios94 cited
  • 2009Macro stress tests and crises: what can we learn?70 cited
  • 2009Modeling Monetary Policy Transmission in Acceding Countries: Vector Autoregression Versus Structural Vector Autoregression39 cited
  • 2008Global Macro-Financial Shocks and Expected Default Frequencies in the Euro Area36 cited
  • 2010A Framework For Assessing Systemic Risk32 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work