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Macro stress tests of UK banks

In: Investigating the relationship between the financial and real economy

Author

Listed:
  • Glenn Hoggarth

    (Bank of England)

  • Andrew Logan

    (Bank of England)

  • Lea Zicchino

    (Bank of England)

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:bis:bisbpc:22-20
    as

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    File URL: http://www.bis.org/publ/bppdf/bispap22t.pdf
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    References listed on IDEAS

    as
    1. Edward I. Altman & Andrea Resti & Andrea Sironi, 2002. "The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios," BIS Working Papers 113, Bank for International Settlements.
    2. Laurence M. Ball, 1999. "Policy Rules for Open Economies," NBER Chapters, in: Monetary Policy Rules, pages 127-156, National Bureau of Economic Research, Inc.
    3. Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
    4. Jackson, Patricia & Perraudin, William & Saporta, Victoria, 2002. "Regulatory and "economic" solvency standards for internationally active banks," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 953-976, May.
    5. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January.
    6. Darren Pain, 2003. "The provisioning experience of the major UK banks: a small panel investigation," Bank of England Staff Working Paper series 177, Bank of England.
    7. John Whitley & Richard Windram & Prudence Cox, 2004. "An empirical model of household arrears," Bank of England Staff Working Paper series 214, Bank of England.
    8. Andrew P. Blake & Peter F. Westaway, 1995. "Credibility and the effectiveness of inflation targeting regimes," National Institute of Economic and Social Research (NIESR) Discussion Papers 85, National Institute of Economic and Social Research.
    9. Nicoletta Batini & Andrew Haldane, 1999. "Forward-Looking Rules for Monetary Policy," NBER Chapters, in: Monetary Policy Rules, pages 157-202, National Bureau of Economic Research, Inc.
    10. repec:sae:niesru:v:139:y::i:1:p:88-94 is not listed on IDEAS
    11. Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
    12. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "A New Approach to Assessing the Risk of Interbank Loans," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 75-86.
    13. Blake, Andrew P & Westaway, Peter F, 1996. "Credibility and the Effectiveness of Inflation Targeting Regimes," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(0), pages 28-50, Suppl..
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