Concepedia

Bottom-up Stress Testing

Bottom-Up Stress Testing is a financial risk assessment methodology in which individual institutions construct their own stress scenarios and models based on internal data and practices, allowing regulators to evaluate system-wide resilience from institution-specific analyses rather than imposing uniform top-down assumptions.

7

Publications

156

Citations

22

Authors

4

Institutions

Publications per year

2017–2026

3

Parents

Publications

7

Stress-testing banks for climate change – a comparison of practices

Patrizia Baudino, Jean-Philippe Svoronos · 2021 · 36 citations

, , +9

Reverse stress tests with bottom-up approaches

Peter Grundke · The Journal of Risk Model Validation · 2011 · 32 citations

, , +17

Uncertainty in Bottom-Up Vulnerability Assessments of Water Supply Systems due to Regional Streamflow Generation under Changing Conditions

Ali Nazemi, Masoud Zaerpour, Elmira Hassanzadeh · Journal of Water Resources Planning and Management · 2019 · 29 citations

, , +14

Macroprudential Stress-Testing Practices of Central Banks in Central and Southeastern Europe: Comparison and Challenges Ahead

Martin Melecký, Anca Maria Podpiera · Emerging Markets Finance and Trade · 2012 · 20 citations

, , +17

Can LLMs Reason with Rules? Logic Scaffolding for Stress-Testing and Improving LLMs

Siyuan Wang, Zhongyu Wei, Yejin Choi et al. · 2024 · 16 citations · Full text

, , +13

1–5 of 7

Authors

22

  1. MM
    Martin Melecký

    VSB - Technical University of Ostrava, Czechia

    1 publications · 20 citations

    1

    h-index

  2. NP
    Natalia Podlich

    Deutsche Bundesbank, Germany

    1 publications · 16 citations

    1

    h-index

  3. ET
    Elena Tsoy

    University of California, San Francisco, United States

    1 publications · 16 citations

    1

    h-index

  4. JS
    Jean-Philippe Svoronos

    1 publications · 36 citations

    1

    h-index

  5. ML
    Mindaugas Leika

    International Monetary Fund, United States

    1 publications · 11 citations

    1

    h-index

1–5 of 22

Institutions

4

  1. Concordia University

    Montreal, Canada

    1 h-index

    2 publications

    58 citations

  2. Polytechnique Montréal

    Montreal, Canada

    1 h-index

    1 publications

    29 citations

  3. World Bank

    Washington, United States

    1 h-index

    1 publications

    20 citations

  4. VSB - Technical University of Ostrava

    Ostrava, Czechia

    1 h-index

    1 publications

    20 citations

1–4 of 4

Venues

  1. RePEc: Research Papers in Economics

    Repository · 1 publications · 16 citations

    1

    h-index

  2. 1

    h-index

  3. IMF Working Paper

    1 publications · 11 citations

    1

    h-index

  4. The Journal of Risk Model Validation

    1 publications · 32 citations

    1

    h-index

  5. Emerging Markets Finance and Trade

    1 publications · 20 citations

    1

    h-index

1–5