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Introduction to Applied Stress Testing

  • Published:2007 Issue:59 Volume:07 Page:1
  • ISSN:1018-5941
  • Container-title:IMF Working Papers
  • language:en
  • Short-container-title:

Author:

Cihák Martin,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference28 articles.

1. Risk Assessment for Banking Systems;Elsinger;EFA 2003 Annual Conference Paper No. 437,2003

2. Stress Testing of Banking Systems;Čihák;Finance a úvĕr/Czech Journal of Economics and Finance,2005

3. Supervisory Risk Assessment and Early Warning Systems;Sahajwala;Basel Committee on Banking Supervision Working Paper No. 4,2000

4. Deposit Interest Rates, Asset Risk and Bank Failure in Croatia;Kraft;Journal of Financial Stability,2007

5. Macroeconomic Conditions and Banking Performance in Hong Kong: A Panel Data Study;Gerlach;Hong Kong Monetary Authority Research Memorandum,2004

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2. COVID-19 and financial institution stability: stress testing the Eastern Caribbean currency union;Journal of Financial Regulation and Compliance;2023-05-05

3. Topical issues of interest rate risk management (evidence from Chinese banks);Moscow University Economics Bulletin;2022-09-28

4. When banks punch back: Macrofinancial feedback loops in stress tests;Journal of International Money and Finance;2022-06

5. Stress testing frameworks and practices in emerging markets: the case of dual banking system;Macroeconomics and Finance in Emerging Market Economies;2022-03-01
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