Stress Testing in Wartime and in Peacetime
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References listed on IDEAS
- Li L Ong & Ceyla Pazarbasioglu, 2013. "Credibility and Crisis Stress Testing," IMF Working Papers 13/178, International Monetary Fund.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014.
"Testing macroprudential stress tests: The risk of regulatory risk weights,"
Journal of Monetary Economics,
Elsevier, vol. 65(C), pages 36-53.
- Acharya, Viral V & Engle III, Robert F & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
- Acharya, Viral V & Engle III, Robert F & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
- Ellis W. Tallman & Gary Gorton, 2016. "How Did Pre-Fed Banking Panics End?," Working Papers (Old Series) 1603, Federal Reserve Bank of Cleveland, revised 14 Jan 2016.
- Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017.
"Backtesting European Stress Tests,"
NBER Working Papers
23083, National Bureau of Economic Research, Inc.
- B. Camara & P. Pessarossi & T. Philippon, 2017. "Back-testing European stress tests," Débats économiques et financiers 26, Banque de France.
- Camara, Boubacar & Pessarossi, Pierre & Philippon, Thomas, 2017. "Backtesting European Stress Tests," CEPR Discussion Papers 11805, C.E.P.R. Discussion Papers.
- Cecilia Parlatore, 2018. "Designing Stress Scenarios," 2018 Meeting Papers 1090, Society for Economic Dynamics.
More about this item
- 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
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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