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Volumn , Issue 3, 2008, Pages 195-212

Stress testing of the Czech banking sector

Author keywords

Credit growth; Credit risk; Czech banking sector; Financial stability; Stress testing

Indexed keywords


EID: 77956090673     PISSN: 12100455     EISSN: None     Source Type: Journal    
DOI: 10.18267/j.pep.329     Document Type: Article
Times cited : (6)

References (16)
  • 1
    • 46649088300 scopus 로고    scopus 로고
    • Stress testing the exposure of Austrian banks in central and Eastern Europe
    • Oesterreichische Nationalbank
    • Boss, M., Krenn, G., Ruhr, C., Schwaiger, M. (2007), "Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe". Financial Stability Report 13, Oesterreichische Nationalbank.
    • (2007) Financial Stability Report 13
    • Boss, M.1    Krenn, G.2    Ruhr, C.3    Schwaiger, M.4
  • 3
    • 8644292909 scopus 로고    scopus 로고
    • Early birds, late risers, and sleeping beauties: Bank credit growth to the private sector in central and eastern Europe and the balkans
    • Cottarelli, C., Dell'Ariccia, G., Vladkova Hollar, I. (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 03/213.
    • (2003) IMF Working Paper 03/213
    • Cottarelli, C.1    Dell'Ariccia, G.2    Hollar, V.I.3
  • 7
    • 77956083615 scopus 로고    scopus 로고
    • CNB, Czech National Bank
    • CNB (2007), "Inflation Report 2007". Czech National Bank.
    • (2007) Inflation Report 2007
  • 8
    • 43549101754 scopus 로고    scopus 로고
    • Too much of a good thing? Credit booms in transition economies: The cases of Bulgaria, Romania, and Ukraine
    • Duenwald, C., Gueorguiev, N., Schaechter, A. (2005), "Too Much of a Good Thing? Credit Booms in Transition Economies: The Cases of Bulgaria, Romania, and Ukraine". IMF Working Paper 05/128.
    • (2005) IMF Working Paper 05/128
    • Duenwald, C.1    Gueorguiev, N.2    Schaechter, A.3
  • 9
    • 77956081802 scopus 로고    scopus 로고
    • Global macro-financial developments and expected corporate sector default frequencies in the euro area
    • ECB, June, European Central Bank
    • ECB (2007), "Global Macro-Financial Developments and Expected Corporate Sector Default Frequencies in the Euro Area". Financial Stability Review, June, European Central Bank, pp. 152-158.
    • (2007) Financial Stability Review , pp. 152-158
  • 11
    • 4344606477 scopus 로고    scopus 로고
    • The determinants of private sector credit in industrialised countries: Do property prices matter?
    • Hofmann, B. (2001), "The Determinants of Private Sector Credit in Industrialised Countries: Do Property Prices Matter?" BIS Working Paper No. 108.
    • (2001) BIS Working Paper No. 108
    • Hofmann, B.1
  • 12
    • 33947152387 scopus 로고    scopus 로고
    • Macroeconomic environment and credit risk
    • Jakubík, P. (2007), "Macroeconomic Environment and Credit Risk". Czech Journal of Economics and Finance, 57 (1-2), pp. 60-78.
    • (2007) Czech Journal of Economics and Finance , vol.57 , Issue.1-2 , pp. 60-78
    • Jakubík, P.1
  • 13
    • 11944275657 scopus 로고    scopus 로고
    • An empirical comparison of default risk forecast from alternative credit rating philosophies
    • Rösch, D. (2005), "An Empirical Comparison of Default Risk Forecast from Alternative Credit Rating Philosophies". International Journal of Forecasting 21, 21 (1), pp. 37-51.
    • (2005) International Journal of Forecasting 21 , vol.21 , Issue.1 , pp. 37-51
    • Rösch, D.1
  • 15
    • 33745856277 scopus 로고    scopus 로고
    • A comparative analysis of macro stress-testing methodologies within application to Finland
    • Sorge, M., Virolainen, K. (2006), "A Comparative Analysis of Macro Stress-Testing Methodologies within Application to Finland". Journal of Financial Stability, 2 (2), pp. 113-151.
    • (2006) Journal of Financial Stability , vol.2 , Issue.2 , pp. 113-151
    • Sorge, M.1    Virolainen, K.2
  • 16
    • 33745863530 scopus 로고    scopus 로고
    • Credit risk transfer and financial sector stability
    • June 2006
    • Wagner, W., Marsh, I., (2006), "Credit Risk Transfer and Financial Sector Stability". Journal of Financial Stability, 2, June 2006.
    • (2006) Journal of Financial Stability , vol.2
    • Wagner, W.1    Marsh, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.