Stress Testing Credit Risk: A Survey of Authorities' Approaches-Reference-Cited by-同舟云学术

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Stress Testing Credit Risk: A Survey of Authorities' Approaches

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Foglia Antonella

Publisher

Elsevier BV

Reference60 articles.

1. The Framework for Macro Stress-Testing of Credit Risk: Incorporating Transition in Borrower Classifications;�sberg;Financial System Report,2007

2. International Convergence of Capital Measurement and Capital Standards. A Revised Framework;BCBS,2005

3. Empirical Studies on Concentration Risk

4. Liquidity Risk: Management and Supervisory Challenges;BCBS,2008

Cited by 47 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quantitative Analysis of the Impact of Basel II Accord on Greek Banks: The Application of IRB Approach;Journal of Financial Risk Management;2022

2. Stress Testing as a Banking Risk Assessment Tool: A Review of International Practice, Methods and Methodology;Economics of Contemporary Russia;2020-12-31

3. Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector;Journal of Central Banking Theory and Practice;2020-05-01

4. Russian Banks Credit Risk Stress-Testing Based on the Publicly Available Data;Advances in Intelligent Systems and Computing;2018-10-19

5. Comparison of stress testing models for regulatory purposes by institutions using the IRBA method;Český finanční a účetní časopis;2018-10-01

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