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DP16157 The disciplining effect of supervisory scrutiny in the EU-wide stress test 智库出版物
2021
作者:  Christoffer Kok;  Carola Müller;  Steven Ongena;  Cosimo Pancaro
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Stress testing  Credit risk  Internal models  Banking supervision  Banking regulation  
Three strikes against the Fed 智库出版物
2020
作者:  Willem Buiter
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Coronavirus  Stress testing  Federal Reserve  Zero lower bound  policy rate  
DP13604 Stress Testing Networks: The Case of Central Counterparties 智库出版物
2019
作者:  Richard Berner;  Stephen Cecchetti;  Kim Schoenholtz
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Stress testing  Financial network  Central counterparties  Ccp  Financial stability  Srisk  Financial regulation  Resolution  
Demand for agricultural commodities to grow more slowly in the next decade 智库出版物
2018
作者:  Koen Deconinck;  Hubertus Gay;  Holger Matthey
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Stress tests  Stress testing  Macroprudential  Systemic risk  
DP12579 Structural Scenario Analysis with SVARs 智库出版物
2018
作者:  Juan Antolin-Diaz;  Ivan Petrella;  Juan Francisco Rubio-Ramírez
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Conditional forecasts  Svars  Bayesian methods  Forward guidance  Stress testing  
The European Union Solidarity Fund: an assessment of its recent reforms. 智库出版物
2017
作者:  Hochrainer-Stigler S;  Linnerooth-Bayer J;  Lorant A
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
European Union Solidarity Fund  climate adaptation  disaster financing  disaster risk reduction  solidarity  robustness  risk pools  stress testing  
Immigration, free movement and the UK referendum 智库出版物
2016
作者:  Jonathan Portes
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Stress testing  macro prudential regulation  
DP11236 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK 智库出版物
2016
作者:  John Muellbauer;  Janine Aron
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Foreclosures  Mortgage repossessions  Mortgage payment delinquencies  Mortgage arrears  Credit risk stress testing  Latent variables model  
US university science: The shopping mall model 智库出版物
2014
作者:  Paula Stephan
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Risk weights  Stress testing  
DP2148 Consumption Insurance or Consumption Mobility 智库出版物
1999
作者:  Tullio Jappelli;  Luigi Pistaferri
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Aggregation of risks  Capital requirements  Extreme value theory  Financial crises  Financial regulation  Measure of risk  Risk management  Stress testing  Value at risk