Concepedia

Conduct Stress Testing

Conduct Stress Testing is a systematic methodological framework used in risk analysis to evaluate the resilience of financial systems, institutions, or models under extreme but plausible adverse conditions by simulating stress scenarios that deviate significantly from normal operating environments.

13

Publications

571

Citations

29

Authors

21

Institutions

Publications per year

2017–2026

5

Parents

Publications

13

Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences

Winfrid Blaschke, Matthew T. Jones, Giovanni Majnoni et al. · SSRN Electronic Journal · 2001 · 174 citations · Full text

, , +16

Using Market Information for Banking System Risk Assessment

Helmut Elsinger, Alfred Lehar, Martin Summer · SSRN Electronic Journal · 2005 · 127 citations · Full text

, , +17

Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences

María Soledad Martínez Pería, Giovanni Majnoni, Matthew T. Jones et al. · IMF Working Paper · 2001 · 72 citations

, , +16

COVID-19 Pandemic and Stress Testing the Eurozone Credit Portfolios

Larisa Yarovaya, Nawazish Mirza, Syed Kumail Abbas Rizvi et al. · SSRN Electronic Journal · 2020 · 37 citations · Full text

, , +17

Stress tests: useful complements to financial risk models

Jose A. Lopez · FRB SF weekly letter · 2019 · 27 citations

, , +17

1–5 of 13

Authors

29

  1. WB
    Winfrid Blaschke

    International Monetary Fund, United States

    3 publications · 257 citations

    3

    h-index

  2. MT
    Matthew T. Jones

    Australian National University, Australia

    3 publications · 257 citations

    3

    h-index

  3. GM
    Giovanni Majnoni

    World Bank, United States

    3 publications · 257 citations

    3

    h-index

  4. MS
    Martin Summer

    National Bank of Austria, Austria

    2 publications · 139 citations

    2

    h-index

  5. MS
    María Soledad Martínez Pería

    International Monetary Fund, United States

    2 publications · 246 citations

    2

    h-index

1–5 of 29

Institutions

21

  1. International Monetary Fund

    Washington D.C., United States

    3 h-index

    6 publications

    577 citations

  2. National Bank of Austria

    Vienna, Austria

    2 h-index

    3 publications

    266 citations

  3. Yale University

    New Haven, United States

    1 h-index

    1 publications

    26 citations

  4. University of Applied Sciences St. Gallen

    Saint Gallen, Switzerland

    1 h-index

    1 publications

    19 citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    1 h-index

    1 publications

    23 citations

  6. Government of the United States of America

    Washington, United States

    1 h-index

    1 publications

    26 citations

  7. Excelia Business School

    La Rochelle, France

    1 h-index

    1 publications

    37 citations

  8. European Union

    Brussels, Belgium

    1 h-index

    1 publications

    174 citations

1–8 of 21

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 357 citations

    4

    h-index

  2. IMF Working Paper

    1 publications · 72 citations

    1

    h-index

  3. 1

    h-index

  4. Finance and Economics Discussion Series

    FEDS · 1 publications · 23 citations

    1

    h-index

  5. Journal of Banking & Finance

    1 publications · 12 citations

    1

    h-index

1–5