Assessing banks’ resilience: A complementary approach to stress testing using fair values from banks’ financial statements-Reference-Cited by-同舟云学术

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Assessing banks’ resilience: A complementary approach to stress testing using fair values from banks’ financial statements

Published:2022-12-17 Issue: Volume: Page:
ISSN:0306-686X
Container-title:Journal of Business Finance & Accounting
language:en
Short-container-title:Business Fin & Account

Author:

Dao Trang H.¹^ORCID,Pugliese Amedeo¹²^ORCID,Ronen Joshua³

Affiliation:

1. Department of Economics and Management University of Padua Padova Italy

2. Department of Economics and Business Universitat Pompeu Fabra Barcelona Spain

3. Leonard N. Stern School of Business New York University New York New York USA

Funder

Università degli Studi di Padova

Publisher

Wiley

Subject

Finance,Business, Management and Accounting (miscellaneous),Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jbfa.12663

Reference54 articles.

1. Testing macroprudential stress tests: The risk of regulatory risk weights

2. Banks’ Financial Reporting and Financial System Stability

3. Macro stress tests and crises: What can we learn?;Alfaro R.;BIS Quarterly Review,2009

4. Measuring Liquidity Mismatch in the Banking Sector

5. How did Financial Reporting Contribute to the Financial Crisis?

Cited by 1 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. Bank Resilience and Risk-Taking Behavior: Evidence from Commercial Banks in China;Lecture Notes in Operations Research;2024

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