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A comparative analysis of macro stress-testing methodologies with application to Finland

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Author Info
Sorge, Marco
Virolainen, Kimmo
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Article provided by Elsevier in its journal Journal of Financial Stability.

Volume (Year): 2 (2006)
Issue (Month): 2 (June)
Pages: 113-151
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Handle: RePEc:eee:finsta:v:2:y:2006:i:2:p:113-151

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  1. Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J., 2009. "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Documents de Travail 238, Banque de France. [Downloadable!]
  2. Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," National Bank of Poland Working Papers 53, National Bank of Poland, Economic Institute. [Downloadable!]
  3. Mathias Drehmann & Steffen Sorensen & Marco Stringa, . "The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective," Bank of England working papers 339, Bank of England. [Downloadable!]
  4. Jan Willem van den End & Marco Hoeberichts & Mostafa Tabbae, 2006. "Modelling Scenario Analysis and Macro Stress-testing," DNB Working Papers 119, Netherlands Central Bank, Research Department. [Downloadable!]
  5. Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr, 2009. "Towards a Framework for Quantifying Systemic Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 47-81, September. [Downloadable!]
  6. De Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress Testing and Corporate Finance," Documents de Travail 203, Banque de France. [Downloadable!]
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