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Volumn 57, Issue 1-2, 2007, Pages 41-59

New approaches to stress testing the Czech banking sector

Author keywords

Czech banking sector; Financial sector; Interbank contagion; Macroeconomic model of credit risk; Stress testing

Indexed keywords


EID: 33947234753     PISSN: 00151920     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review
Times cited : (16)

References (21)
  • 2
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    • Cotarelli C, Dell'Ariccia G, Holar IV (2003): Early Birds, Late Risers and Sleeping Beauties: Bank Credit Growth to the Private Sector in Central and Eastern Europe and The Balkans. IMF Working Paper, no. 03/213.
    • Cotarelli C, Dell'Ariccia G, Holar IV (2003): Early Birds, Late Risers and Sleeping Beauties: Bank Credit Growth to the Private Sector in Central and Eastern Europe and The Balkans. IMF Working Paper, no. 03/213.
  • 3
    • 0004221119 scopus 로고    scopus 로고
    • Czech National Bank, January 2000-October 2006
    • Czech National Bank (2000-2006): Inflation Reports, January 2000-October 2006.
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  • 5
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    • Czech National Bank , 2004
    • Czech National Bank (2005): Financial Stability Report 2004.
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  • 6
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    • Czech National Bank (2006): Financial Stability Report 2005.
    • (2006) Financial Stability Report
  • 7
    • 79951736935 scopus 로고    scopus 로고
    • Stress Testing: A Review of Key Concepts
    • Čihák M (2004a): Stress Testing: A Review of Key Concepts. CNB Research and Policy Note, no. 2/2004.
    • (2004) CNB Research and Policy Note , Issue.2
    • Čihák, M.1
  • 8
    • 33947103290 scopus 로고    scopus 로고
    • Designing Stress Tests for the Czech Banking System
    • Čihák M (2004b): Designing Stress Tests for the Czech Banking System. CNB Research and Policy Note, no. 3/2004.
    • (2004) CNB Research and Policy Note , Issue.3
    • Čihák, M.1
  • 10
    • 33947183538 scopus 로고    scopus 로고
    • Stress Testing the Czech Banking System: Where Are We? Where Are We Going?
    • Čihák M, Heřmánek J (2005): Stress Testing the Czech Banking System: Where Are We? Where Are We Going? CNB Research and Policy Note, no. 2/2005.
    • (2005) CNB Research and Policy Note , Issue.2
    • Čihák, M.1    Heřmánek, J.2
  • 11
    • 66949176903 scopus 로고    scopus 로고
    • How Do Central Banks Write on Financial Stability? IMF Working Paper
    • WP/06/163
    • Čihák M (2006): How Do Central Banks Write on Financial Stability? IMF Working Paper, WP/06/163.
    • (2006)
    • Čihák, M.1
  • 12
    • 85041161226 scopus 로고    scopus 로고
    • Stress Testing at Major Financial Institutions: Survey Results and Practise
    • Committee on the Global Financial System , Bank for International Settlements, January 2005, ISBN 92-9197-675
    • Committee on the Global Financial System (2005): Stress Testing at Major Financial Institutions: Survey Results and Practise. Report by a working group established by the Committee on the Global Financial System, Bank for International Settlements, January 2005, ISBN 92-9197-675, wwww.bis.org.
    • (2005) Report by a working group established by the Committee on the Global Financial System
  • 13
    • 85041158897 scopus 로고    scopus 로고
    • Degryse H, Nguyen G (2004): Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System. (National Bank of Belgium) NBB Working Paper - Research Series, no. 43 - March.
    • Degryse H, Nguyen G (2004): Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System. (National Bank of Belgium) NBB Working Paper - Research Series, no. 43 - March.
  • 15
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    • International Monetary Fund, The World Bank , February
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  • 17
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    • International Monetary Fund, The World Bank , September
    • International Monetary Fund, The World Bank (2005b): Financial Sector Assessment, A Handbook. September 2005.
    • (2005) Financial Sector Assessment, A Handbook
  • 19
    • 33947207188 scopus 로고    scopus 로고
    • Credit Growth in Central and Eastern Europe: Trend, Cycle or Boom?
    • May
    • Kiss G, Nagy M, Vonnák V (2006): Credit Growth in Central and Eastern Europe: Trend, Cycle or Boom? Hungarian Central Bank Working Paper, WP 10/2006, May 2006.
    • (2006) Hungarian Central Bank Working Paper , vol.WP 10 2006
    • Kiss, G.1    Nagy, M.2    Vonnák, V.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.