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Macroeconomic Stress Testing: Preliminary Evidence for Austria
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this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2000A comparative analysis of current credit risk models967 cited
  • 1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited

Cited by

  • 2011Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks149 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2014Asset quality in a crisis period: An empirical examination of Ghanaian banks136 cited
  • 2011Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis98 cited
  • 2019Bank-specific and macroeconomic determinants of non-performing loans in the Republic of Macedonia: Comparative analysis of enterprise and household NPLs86 cited
  • 2012Economic Determinants of Non-Performing Loans: Perception of Pakistani Bankers84 cited
  • 2017Determinants of Non-Performing Loans: Evidence from the Jordanian Banking Sector77 cited
  • 2011AN ARDL APPROACH TO THE DETERMINANTS OF NON- PERFORMING LOANS IN ISLAMIC BANKING SYSTEM IN MALAYSIA71 cited
  • 2015A Top-down Approach to Stress-testing Banks68 cited
  • 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
  • 2014

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Credit Risk Determinants for the Bulgarian Banking System
61 cited
  • 2009Macroeconomic stress-testing banks: a survey of methodologies56 cited
  • 2004Stress Testing Financial Systems54 cited
  • 2011Macro stress testing of credit risk focused on the tails42 cited
  • 2017Credit risk determinants in Sub-Saharan banking systems: Evidence from five countries and lessons learnt from Central East and South East European countries41 cited
  • 2009How resilient is the German banking system to macroeconomic shocks?39 cited