scholarly journals GDP at Risk in a DSGE Model: An Application to Banking Sector Stress Testing

2007 ◽  
Author(s):  
Esa Jokivuolle ◽  
Juha Kilponen ◽  
Tero Kuusi
Keyword(s):  
At Risk ◽  
Stress Testing ◽  
Banking Sector ◽  
Dsge Model

Stress-testing Russian Banking System: Will Banks Need Government Assistance Again?

2010 ◽  
pp. 61-81 ◽  
Author(s):  
O. Solntsev ◽  
A. Pestova ◽  
M. Mamonov
Keyword(s):  
Stress Testing ◽  
Banking Sector ◽  
Stress Test ◽  
Banking System ◽  
Government Assistance ◽  
Methodological Issues ◽  
Loan Portfolio ◽  
Macroeconomic Indicators ◽  
Remote Stress ◽  
Capital Injections

The article analyzes factors that affect growth of the share of non-performing loans in the loan portfolio of Russian banks and proposes approaches for this share forecasting on the basis of dynamics of macroeconomic indicators. It also deals with methodological issues of remote stress-test of lending agencies. Using the results of conducted stress-test of Russian banks the authors assess their perspective capital needs in 2010 and estimate the share of government assistance in capital injections. Furthermore, the authors define the scale of vulnerable banks groups in the Russian banking sector.

Stress Testing in a Value at Risk Framework

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 76-78
Author(s):  
Thomas J. Latta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Stress Testing ◽  
A Value ◽  
Risk Framework

scholarly journals Cardiac Imaging and Stress Testing Asymptomatic Athletes to Identify Those at Risk of Sudden Cardiac Death

2013 ◽  
Vol 6 (9) ◽  
pp. 993-1007 ◽  
Author(s):  
Andre La Gerche ◽  
Aaron L. Baggish ◽  
Juhani Knuuti ◽  
David L. Prior ◽  
Sanjay Sharma ◽  
...  
Keyword(s):  
At Risk ◽  
Sudden Cardiac Death ◽  
Cardiac Imaging ◽  
Cardiac Death ◽  
Stress Testing

scholarly journals Switzerland

2019 ◽  
Vol 19 (189) ◽  
pp. 1
Author(s):  
Keyword(s):  
Stress Testing ◽  
Banking Sector ◽  
Financial Sector ◽  
Technical Note ◽  
Assessment Program

Financial Sector Assessment Program; Technical Note-Stress Testing the Banking Sector

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