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Thomas Breuer - Central bank research hub

Papers by year: All | 2018 | 2010 | 2009 | 2008

Systematic Systemic Stress Tests

by Thomas Breuer and Martin Summer

National Bank of the Republic of Austria Working Papers (Paper: 225, 20.12.2018)

JEL: C18, C44, C60, G01, G32, M48
A systematic approach to multi-period stress testing of portfolio credit risk

by Martin Summer , Martin Jandacka , Thomas Breuer and Javier Mencía

Bank of Spain Working Papers (Paper: 1018, 18.06.2010)

Abstract

JEL: C15, G20, G28, G32
How to Find Plausible, Severe, and Useful Stress Scenarios

by Martin Summer , Martin Jandacka , Klaus Rheinberger and Thomas Breuer

IJCB International Journal of Central Banking (Paper: 09q3a7, 28.08.2009)

Abstract
Regulatory capital for market and credit risk interaction: is current regulation always conservative?

by Martin Summer , Martin Jandacka , Thomas Breuer and Klaus Rheinberger

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2008/14, 04.06.2008)

JEL: C15, G20, G28, G32
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