| Title | Other author(s) | |
|---|---|---|
Credit risk in general equilibriumEuropean Central Bank Working papers [View] (Paper: 1445, 19.06.2012) |
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Credit Risk in General EquilibriumAustrian National Bank Working Papers [View] (Paper: WP172, 23.09.2011) |
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A systematic approach to multi-period stress testing of portfolio credit riskBank of Spain Working Papers [View] (Paper: 1018, 18.06.2010) |
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How to Find Plausible, Severe, and Useful Stress ScenariosIJCB International Journal of Central Banking [View] (Paper: 09q3a7, 28.08.2009) |
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How to find plausible, severe, and useful stress scenariosAustrian National Bank Working Papers [View] (Paper: WP150, 05.03.2009) |
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Regulatory capital for market and credit risk interaction: is current regulation always conservative?Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/14, 04.06.2008) |
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Using Market Information for Banking System Risk AssessmentIJCB International Journal of Central Banking [View] (Paper: 06q1a4, 02.06.2006) |
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Bank Capital, Liquidity and Systemic RiskAustrian National Bank Working Papers [View] (Paper: WP087, 01.06.2004) |
