Kamil Pliszka - Central Bank Research Hub

Papers by year: All | 2017 | 2015

Title Other author(s)

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

A macroeconomic reverse stress test

Deutsche Bundesbank Discussion Papers [View] (Paper: 30/2015, 11.09.2015)

JEL: C22, C51, C53, G21, G32

Papers by year: All | 2017 | 2015