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The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review

Author

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  • Kuo-Wei Hsiao

    (Risk Management Institute, National University of Singapore, Singapore)

  • Zhengyi Jiang

    (Master of Science in Financial Engineering, National University of Singapore, Singapore)

Abstract

No abstract received.

Suggested Citation

  • Kuo-Wei Hsiao & Zhengyi Jiang, 2015. "The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 77-97.
    • Handle: RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500075
    DOI: 10.1142/S2010493615500075
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    References listed on IDEAS

    as
    1. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
    2. Beverly Hirtle & Til Schuermann & Kevin J. Stiroh, 2009. "Macroprudential supervision of financial institutions: lessons from the SCAP," Staff Reports 409, Federal Reserve Bank of New York.
    3. 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.
    4. Mr. Jorge A Chan-Lau, 2013. "Market-Based Structural Top-Down Stress Tests of the Banking System," IMF Working Papers 2013/088, International Monetary Fund.
    5. Mr. Paul Louis Ceriel Hilbers & Mr. Matthew T Jones & Mr. Graham L Slack, 2004. "Stress Testing Financial Systems: What to Do When the Governor Calls," IMF Working Papers 2004/127, International Monetary Fund.
    6. repec:zbw:bofrdp:2004_018 is not listed on IDEAS
    7. Donald P. Morgan & Stavros Peristiani & Vanessa Savino, 2010. "The information value of the stress test and bank opacity," Staff Reports 460, Federal Reserve Bank of New York.
    8. Mr. Garry J. Schinasi, 2004. "Defining Financial Stability," IMF Working Papers 2004/187, International Monetary Fund.
    9. Melecky, Martin & Podpiera, Anca Maria, 2010. "Macroprudential stress-testing practices of central banks in central and south eastern Europe : an overview and challenges ahead," Policy Research Working Paper Series 5434, The World Bank.
    10. Glenn Hoggarth & Andrew Logan & Lea Zicchino, 2005. "Macro stress tests of UK banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 392-408, Bank for International Settlements.
    11. Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013. "Stress Testing Bank Profitability," Working Papers 13-30, University of Pennsylvania, Wharton School, Weiss Center.
    12. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 2013/068, International Monetary Fund.
    13. Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013. "Stress testing bank profitability," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 7(1), pages 72-84, December.
    14. Mr. Rupert D Worrell, 2004. "Quantitative Assessment of the Financial Sector: An Integrated Approach," IMF Working Papers 2004/153, International Monetary Fund.
    15. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
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