9054 results in Finance and accountancy
1 - A framework for assessing financial stability
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List of figures
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List of boxes
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Stress-testing the Banking System
- Methodologies and Applications
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15 - Cross-border macro stress-testing: progress and future challenges for the EU
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- 15 October 2009, pp 278-296
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List of tables
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Frontmatter
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4 - Scenario design and calibration
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Foreword
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9 - Stress-testing US banks using economic-value-of-equity (EVE) models
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- 15 October 2009, pp 149-164
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8 - Stress-testing credit risk: the Italian experience
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- 15 October 2009, pp 133-148
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14 - Stress-testing in the EU new member states
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Contents
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5 - Risk aggregation and economic capital
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10 - A framework for integrating different risks: the interaction between credit and interest rate risk
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- 15 October 2009, pp 165-183
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List of contributors
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3 - Macroeconomic stress-testing banks: a survey of methodologies
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- 15 October 2009, pp 37-67
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13 - From macro to micro: the French experience on credit risk stress-testing
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- 15 October 2009, pp 238-260
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Part II - Applications
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Index
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