Conservative Stress Testing: The Role of Regular Verification
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References listed on IDEAS
- Petr Jakubik & Jakub Seidler, 2009. "Estimating Expected Loss Given Default," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2008/2009, chapter 0, pages 102-109 Czech National Bank, Research Department.
- Adam Gersl & Petr Jakubik, 2010. "Procyclicality of the Financial System and Simulation of the Feedback Effect," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2009/2010, chapter 0, pages 110-119 Czech National Bank, Research Department.
- Petr Jakubík & Jaroslav Heřmánek, 2008. "Stress testing of the czech banking sector," Prague Economic Papers, University of Economics, Prague, vol. 2008(3), pages 195-212.
- Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009.
"How to Find Plausible, Severe and Useful Stress Scenarios,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 5(3), pages 205-224, September.
- Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to find plausible, severe, and useful stress scenarios," Working Papers 150, Oesterreichische Nationalbank (Austrian Central Bank).
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Keywordsstress testing; credit risk; bank capital;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-24 (All new papers)
- NEP-BAN-2010-07-24 (Banking)
- NEP-CBA-2010-07-24 (Central Banking)
- NEP-MAC-2010-07-24 (Macroeconomics)
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