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ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System


  • Martin Feldkircher

    () (Oesterreichische Nationalbank, Foreign Research Division)

  • Gerhard Fenz

    () (Oesterreichische Nationalbank, Economic Analysis Divison)

  • Robert Ferstl

    () (Off-Site Banking Analysis and Strategy Division)

  • Gerald Krenn

    () (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Benjamin Neudorfer

    () (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Claus Puhr

    () (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Thomas Reininger

    () (Oesterreichische Nationalbank, Foreign Research Division)

  • Stefan W. Schmitz

    () (Oesterreichische Nationalbank)

  • Martin Schneider

    () (Oesterreichische Nationalbank, Economic Analysis Divison)

  • Christoph Siebenbrunner
  • Michael Sigmund

    () (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Ralph Spitzer



No abstract is available for this item.

Suggested Citation

  • Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund, 2013. "ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 100-118.
  • Handle: RePEc:onb:oenbfs:y:2013:i:26:b:4

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    Cited by:

    1. 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.
    2. Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund, 2014. "Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 27, pages 95-110.
    3. Patrick Van Roy & Stijn Ferrari & Cristina Vespro, 2018. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Working Paper Research 338, National Bank of Belgium.
    4. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward," IMF Working Papers 15/146, International Monetary Fund.
    5. Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.

    More about this item


    financial stability; stress testing; FSAP;

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business


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