IDEAS home Printed from https://ideas.repec.org/a/wsi/gcrxxx/v02y2012i01ns2010493612500031.html
   My bibliography  Save this article

Stress Testing

Author

Listed:
  • Noel D'Cruz

    (Risk Portfolio Management, OCBC Bank, Singapore)

  • Davide Crippa

    (Risk Optimization & Reporting, Wholesale Banking, Standard Chartered Bank, Singapore)

Abstract

No abstract received.

Suggested Citation

  • Noel D'Cruz & Davide Crippa, 2012. "Stress Testing," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 39-52.
  • Handle: RePEc:wsi:gcrxxx:v:02:y:2012:i:01:n:s2010493612500031
    DOI: 10.1142/S2010493612500031
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S2010493612500031
    Download Restriction: Access to full text is restricted to subscribers

    File URL: https://libkey.io/10.1142/S2010493612500031?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. repec:zbw:bofrdp:2004_018 is not listed on IDEAS
    2. María-de-los-Ángeles Gil-Estallo & Fernando Giner-de-la- Fuente & Carles Gríful-Miquela & Yolanda-María Sánchez-Jiménez, 2010. "New Competences for Crisis Times," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(2), pages 190-202, May.
    3. Alan Greenspan, 2010. "La crisis," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 12(22), pages 15-60, January-J.
    4. repec:fip:fedhpr:y:2010:i:may:p:14-22 is not listed on IDEAS
    5. Yong Tao, 2010. "How to predict and avert economic crisis," Papers 1010.5154, arXiv.org, revised Oct 2010.
    6. Simon M. Potter, 2010. "Some observations and lessons from the crisis," Speech 25, Federal Reserve Bank of New York.
    7. Alan Greenspan, 2010. "The financial crisis and credit markets," Proceedings 1135, Federal Reserve Bank of Chicago.
    8. Oecd, 2010. "Labour markets and the crisis," OECD Economics Department Working Papers 756, OECD Publishing.
    9. Allen Schick, 2010. "Crisis Budgeting," OECD Journal on Budgeting, OECD Publishing, vol. 9(3), pages 1-14.
    10. Babatunde B.O. & Ajayi S.O., 2010. "Food crisis and population growth in Nigeria," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 11(1), pages 180-187, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. David Allen & Robert Faff, 2012. "The Global Financial Crisis: some attributes and responses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 1-7, March.
    2. Grosse, Robert, 2017. "The global financial crisis—Market misconduct and regulation from a behavioral view," Research in International Business and Finance, Elsevier, vol. 41(C), pages 387-398.
    3. Peter Praet, 2010. "Building a more stable financial system : regulatory reform in a post-crisis perspective," Financial Stability Review, National Bank of Belgium, vol. 8(1), pages 115-126, June.
    4. Kevin Davis, 2012. "Bank Capital Adequacy: Where to Now?," Chapters, in: Mohamed Ariff & John H. Farrar & Ahmed M. Khalid (ed.), Regulatory Failure and the Global Financial Crisis, chapter 4, Edward Elgar Publishing.
    5. Peter J Boettke & Daniel J. Smith & Nicholas A. Snow, 2011. "Been There Done That: The Political Economy of Déjà Vu," Chapters, in: Steven Kates (ed.), The Global Financial Crisis, chapter 1, Edward Elgar Publishing.
    6. Benigno, Pierpaolo & Paciello, Luigi, 2014. "Monetary policy, doubts and asset prices," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 85-98.
    7. Fernando Tenjo & Martha López, 2010. "Early Warning Indicators for Latin America," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(63), pages 232-259, December.
    8. Agarwal, Sumit & Chang, Yan & Yavas, Abdullah, 2012. "Adverse selection in mortgage securitization," Journal of Financial Economics, Elsevier, vol. 105(3), pages 640-660.
    9. Hughes, Joseph P. & Mester, Loretta J., 2013. "Who said large banks don’t experience scale economies? Evidence from a risk-return-driven cost function," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 559-585.
    10. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
    11. Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel, 2015. "Can regulators allow banks to set their own capital ratios?," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 112-123.
    12. Liang, Hsiao-Chen & Jang, Woan-Yuh, 2013. "Information asymmetry and monitoring in equity private placements," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 460-475.
    13. Beniamino Moro, 2013. "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 41-77, January.
    14. Polito, Vito & Wickens, Michael, 2015. "Sovereign credit ratings in the European Union: A model-based fiscal analysis," European Economic Review, Elsevier, vol. 78(C), pages 220-247.
    15. Jorge Enrique Garcés Cano, 2015. "Revisión crítica de los postulados clásicos del comercio internacional: un ejercicio empírico sobre Colombia y Perú," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 7(1), pages 147-168, January.
    16. Ross Levine, 2010. "An autopsy of the US financial system: accident, suicide, or negligent homicide," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(3), pages 196-213, August.
    17. Carlos A. Primo Braga & Gallina A. Vincelette, 2011. "Sovereign Debt and the Financial Crisis : Will This Time Be Different?," World Bank Publications - Books, The World Bank Group, number 2534, December.
    18. Démurger, Sylvie & Wang, Xiaoqian, 2016. "Remittances and expenditure patterns of the left behinds in rural China," China Economic Review, Elsevier, vol. 37(C), pages 177-190.
    19. Robert B. Avery & Kenneth P. Brevoort, 2015. "The Subprime Crisis: Is Government Housing Policy to Blame?," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 352-363, May.
    20. Florian Brugger, 2015. "Asia’s Reserve Accumulation: Part of a New Paradigm," Working Paper Series, Social and Economic Sciences 2015-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:gcrxxx:v:02:y:2012:i:01:n:s2010493612500031. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/gcr/gcr.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.