ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
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- 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.
- 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.
- 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.
- Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward," IMF Working Papers 15/146, International Monetary Fund.
- 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
Keywordsfinancial stability; stress testing; FSAP;
- 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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