Assessing Portfolio Credit Risk Changes in a Sample of EU Large and Complex Banking Groups in Reaction to Macroeconomic Shocks

No abstract is available for this paper.

• Publication year

  2008

• Venue

  Unknown venue

• Publication date

  2008-01-11

• Fields of study

  Business, Economics

• Identifiers

  No identifiers available.

• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Futures Contract Rates as Monetary Policy Forecasts

  2012cited by this paper
• What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?

  2011cited by this paper
• A Value at Risk Analysis of Credit Default Swaps

  2011cited by this paper
• The relationship between the daily and policy-relevant liquidity effects

  2010cited by this paper
• What Drives Euro Area Break-Even Inflation Rates?

  2009cited by this paper
• GLOBAL MACRO-FINANCIAL SHOCKS AND EXPECTED DEFAULT FREQUENCIES IN THE EURO AREA 1

  2008cited by this paper
• Early Estimates of Euro Area Real GDP Growth: A Bottom Up Approach from the Production Side

  2008cited by this paper
• Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction: Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence

  2008cited by this paper
• Exploring the international linkages of the euro area: a global VAR analysis

  2005cited by this paper
• Stress-testing Financial Systems: An Overview of Current Methodologies

  2004cited by this paper
• CreditRisk[+] in the banking industry

  2004cited by this paper
• A comparative analysis of current credit risk models

  2000cited by this paper
• A Comparative Anatomy of Credit Risk Models

  1998cited by this paper
• Portfolio Credit Risk

  1998cited by this paper
• Robust Tests for Heteroscedasticity Based on Regression Quantiles

  1982cited by this paper

• What Do Asset Prices Have to Say About Risk Appetite and Uncertainty

  2016cites this paper
• Why Don't Stress Tests Break Banks?

  2016cites this paper
• The Global Dimension of Inflation – Evidence from Factor‐Augmented Phillips Curves

  2013cites this paper
• Are More Data Always Better for Factor Analysis' Results for the Euro Area, the Six Largest Euro Area Countries and the UK

  2011cites this paper
• The External and Domestic Side of Macroeconomic Adjustment in China

  2010cites this paper
• Fiscal Competition over Taxes and Public Inputs: Theory and Evidence

  2009cites this paper
• Wealth Effects on Consumption - Evidence from the Euro Area

  2009cites this paper
• Structural Breaks, Cointegration and the Fisher Effect

  2009cites this paper
• The Global Dimension of Inflation - Evidence from Factor-Augmented Phillips Curves

  2009cites this paper
• The Impact of Reference Norms on Inflation Persistence When Wages are Staggered

  2009cites this paper
• Are 'Intrinsic Inflation Persistence' Models Structural in the Sense of Lucas (1976)?

  2009cites this paper
• Rigid Labour Compensation and Flexible Employment? Firm-Level Evidence with Regard to Productivity for Belgium

  2009cites this paper
• Cross-Border Mergers and Acquisitions: Financial and Institutional Forces

  2009cites this paper
• ASSESSING PORTFOLIO CREDIT RISK CHANGES IN A SAMPLE OF EU LARGE AND COMPLEX BANKING GROUPS IN REACTION TO MACROECONOMIC SHOCKS 1 by

  2009cites this paper
• Long Run Evidence on Money Growth and Inflation

  2009cites this paper