Discussion paper DP18045 Stressed Banks? Evidence from the Largest-Ever Supervisory Exercise Puriya Abbassi Rajkamal Iyer Jose-Luis Peydro Paul Soto 31 Mar 2023 Banking and Corporate Finance G21
Discussion paper DP16157 The disciplining effect of supervisory scrutiny in the EU-wide stress test Christoffer Kok Carola Müller Steven Ongena Cosimo Pancaro 15 May 2021 Financial Economics G11
Discussion paper DP13604 Stress Testing Networks: The Case of Central Counterparties Richard Berner Stephen Cecchetti 20 Mar 2019 Financial Economics International Macroeconomics and Finance G18 G23 G28 G32
VoxEU Column Macroprudential stress tests Miguel Segoviano Heedon Kang Udaibir Das Jon Danielsson Chikako Baba Ronald Anderson 15 Feb 2018 Microeconomic regulation
Discussion paper DP12579 Structural Scenario Analysis with SVARs Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-Ramírez 9 Jan 2018 Monetary Economics and Fluctuations C32 C53 E47
VoxEU Column Stress testing and macroprudential regulation: A transatlantic assessment Ronald Anderson 9 May 2016 Financial Regulation and Banking Macroeconomic policy
VoxEU Column Macroprudential stress tests should not rely on regulatory risk weights Robert Engle Viral Acharya 14 Mar 2014 Macroeconomic policy Monetary Policy
VoxEU Column Falling short of expectations? Stress-testing the European banking system Sascha Steffen Viral Acharya 17 Jan 2014 Financial Markets
Discussion paper DP2161 From Value at Risk to Stress Testing: The Extreme Value Approach François Longin 31 May 1999 Financial Economics C51 G28