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Results of the first dynamic balance sheet stress test in the ARNIE framework

Author

Listed:
  • Martin Hafner-Guth

    (Oesterreichische Nationalbank)

  • Claus Puhr

    (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Christoph Siebenbrunner
  • Philipp Weiss

Abstract

No abstract is available for this item.

Suggested Citation

  • Martin Hafner-Guth & Claus Puhr & Christoph Siebenbrunner & Philipp Weiss, 2024. "Results of the first dynamic balance sheet stress test in the ARNIE framework," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 48, pages 55-62.
    • Handle: RePEc:onb:oenbfs:y:2024:i:48:b:4
    as

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    File URL: https://www.oenb.at/dam/jcr:2464f2ff-0f63-4446-b371-c4fc0e7fd999/05_FSR-48_Results-of-dynamic-balance-sheet-stress-test.pdf
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    References listed on IDEAS

    as
    1. Michael Boss & Gerald Krenn & Claus Puhr & Martin Summer, 2006. "Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 83-95.
    2. Cappelletti, Giuseppe & Dimitrov, Ivan & Naruševičius, Laurynas & Le Grand, Catherine & Nunes, André & Podlogar, Jure & Röhm, Nicola & Ter Steege, Lucas, 2024. "2023 macroprudential stress test of the euro area banking system," Occasional Paper Series 347, European Central Bank.
    3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
    4. 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.
    5. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
    Full references (including those not matched with items on IDEAS)

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    Keywords

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    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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