Markets and operations: 2016 Q3
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Editors, 2016. "16 and all that," Stata Journal, StataCorp LP, vol. 16(1), pages 3-4, March.
- Deb, Pragyan & Manning, Mark & Murphy, Gareth & Penalver, Adrian & Toth, Aron, 2011. "Financial Stability Paper No 9: Whither the Credit Ratings Industry?," Bank of England Financial Stability Papers 9, Bank of England.
- Mr. Maria Soledad Martinez Peria & Mr. Giovanni Majnoni & Mr. Matthew T Jones & Mr. Winfrid Blaschke, 2001. "Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences," IMF Working Papers 2001/088, International Monetary Fund.
- Farag, Marc & Harland , Damian & Nixon, Dan, 2013. "Bank capital and liquidity," Bank of England Quarterly Bulletin, Bank of England, vol. 53(3), pages 201-215.
- Miss Liliana B Schumacher & Mr. Theodore M. Barnhill, 2011. "Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information," IMF Working Papers 2011/263, International Monetary Fund.
- Mr. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests: Progress So Far and the Way Forward," IMF Working Papers 2015/146, International Monetary Fund.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Matej Opatrny, 2021.
"The impact of the Brexit vote on UK financial markets: a synthetic control method approach,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 559-587, May.
- Matej Opatrny, 2019. "The Impact of the Brexit Vote on UK Financial Markets: A Synthetic Control Method Approach," Working Papers IES 2019/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dent, Kieran & Westwood, Ben & Segoviano, Miguel, 2016. "Stress testing of banks: an introduction," Bank of England Quarterly Bulletin, Bank of England, vol. 56(3), pages 130-143.
- Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Pierluigi Bologna & Anatoli Segura, 2017.
"Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach,"
Journal of Financial Regulation, Oxford University Press, vol. 3(2), pages 159-186.
- Pierluigi Bologna & Anatoli Segura, 2016. "Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach," Questioni di Economia e Finanza (Occasional Papers) 360, Bank of Italy, Economic Research and International Relations Area.
- Chang Liu & Lin Tang & Dongtao Lin & Jiayi Guo, 2023. "Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 187-192, January.
- Jiahai Yuan & Mengya Wu & Weirong Zhang & Yu Guo & Minpeng Xiong, 2018. "Coal Power Environmental Stress Testing in China," Sustainability, MDPI, vol. 10(7), pages 1-19, June.
- Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1.
- Fabien Clive Ntonga Efoua & Etienne Inédit Blaise Tsomb Tsomb, 2023. "Stress Testing the Foreign Exchange Reserves Dynamics in CEMAC [Stress tests sur la dynamique des réserves de change de la CEMAC]," Post-Print hal-04105577, HAL.
- Baker, Laurence C & McClellan, Mark B, 2001. "Managed Care, Health Care Quality, and Regulation," The Journal of Legal Studies, University of Chicago Press, vol. 30(2), pages 715-741, June.
- Grigori Fainstein & Igor Novikov, 2011. "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 20-45, June.
- Sascha O. Becker & Irena Grosfeld & Pauline Grosjean & Nico Voigtländer & Ekaterina Zhuravskaya, 2020.
"Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers,"
American Economic Review, American Economic Association, vol. 110(5), pages 1430-1463, May.
- Becker, Sascha O. & Grosfeld, Irena & Grosjean, Pauline & Voigtländer, Nico & Zhuravskaya, Ekaterina, 2018. "Forced Migration and Human Capital : Evidence from Post-WWII Population Transfers," The Warwick Economics Research Paper Series (TWERPS) 1164, University of Warwick, Department of Economics.
- Sascha O. Becker & Irena Grosfeld & Pauline Grosjean & Nico Voigtländer & Ekaterina Zhuravskaya, 2018. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," NBER Working Papers 24704, National Bureau of Economic Research, Inc.
- Sascha Becker & Irena Grosfeld & Pauline Grosjean & Nico Voigtländer & Ekaterina Zhuravskaya, 2020. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," Post-Print halshs-03247977, HAL.
- Sascha Becker & Irena Grosfeld & Pauline Grosjean & Nico Voigtländer & Ekaterina Zhuravskaya, 2020. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," PSE-Ecole d'économie de Paris (Postprint) halshs-03247977, HAL.
- Becker, Sascha O. & Grosfeld, Irena & Grosjean, Pauline & Voigtländer, Nico & Zhuravskaya, Ekaterina, 2018. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," CAGE Online Working Paper Series 374, Competitive Advantage in the Global Economy (CAGE).
- Zhuravskaya, Ekaterina & Becker, Sascha O. & Grosfeld, Irena & Grosjean, Pauline & Voigtländer, Nico, 2018. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," CEPR Discussion Papers 12975, C.E.P.R. Discussion Papers.
- Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
- International Monetary Fund, 2013. "France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector," IMF Staff Country Reports 2013/185, International Monetary Fund.
- repec:zbw:bofitp:2012_003 is not listed on IDEAS
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
- W. Scott Frame & Lawrence J. White, 2009.
"Technological Change, Financial Innovation, and Diffusion in Banking,"
Working Papers
09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2014. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 14-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," FRB Atlanta Working Paper 2009-10, Federal Reserve Bank of Atlanta.
- repec:onb:oenbwp:y:2002:i:3:b:3 is not listed on IDEAS
- Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006.
"Stress testing credit risk: experience from the italian FSAP,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
- Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Antonella Foglia, 2009. "Stress Testing Credit Risk: A Survey of Authorities' Aproaches," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 9-45, September.
- Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
- Freudling, Maximilian, 2020. "Awareness of intrinsic motivation in leadership," Journal of Applied Leadership and Management, Hochschule Kempten - University of Applied Sciences, Professional School of Business & Technology, vol. 8, pages 134-151.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boe:qbullt:0205. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Publications Group (email available below). General contact details of provider: https://edirc.repec.org/data/boegvuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.