Concepedia

Stress Test Model Validation

Stress Test Model Validation is a systematic evaluation process within financial risk management that assesses the accuracy, robustness, and reliability of stress test models by verifying their conceptual soundness, data integrity, and predictive performance under extreme but plausible economic scenarios.

37

Publications

1.1K

Citations

140

Authors

77

Institutions

Publications per year

2017–2026

14

Parents

Publications

37

Systematic stress tests with entropic plausibility constraints

Thomas Breuer, Imre Csiszár · Journal of Banking & Finance · 2012 · 105 citations

, , +3

A stress test of fairness measures in models of social utility

Gary E. Bolton, Axel Ockenfels · Economic Theory · 2004 · 74 citations

, , +14

Automated Phenotype Recognition for Zebrafish Embryo Based In Vivo High Throughput Toxicity Screening of Engineered Nano-Materials

Rong Liu, Sijie Lin, Robert Ralló et al. · PLoS ONE · 2012 · 65 citations · Full text

, , +17

A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

Thomas Breuer, Martin Jandačka, Javier Juste Mencía et al. · SSRN Electronic Journal · 2010 · 59 citations · Full text

, , +16

APR Financial Stress Scale: Development and Validation of a Multidimensional Measurement

Wookjae Heo, Soo Hyun Cho, Philseok Lee · Journal of Financial Therapy · 2020 · 59 citations · Full text

, , +7

1–5 of 37

Authors

140

  1. MW
    Michelle Welch

    St. Michael's Hospital, Canada

    2 publications · 46 citations

    2

    h-index

  2. TB
    Thomas Breuer

    Vorarlberg University of Applied Sciences, Austria

    2 publications · 164 citations

    2

    h-index

  3. AH
    Amir Hussain Shar

    Shah Abdul Latif University, Pakistan

    2 publications · 56 citations

    2

    h-index

  4. MA
    Muneer ali Shah

    Shah Abdul Latif University, Pakistan

    2 publications · 56 citations

    2

    h-index

  5. HJ
    Hajan Jamali

    Shah Abdul Latif University, Pakistan

    2 publications · 56 citations

    2

    h-index

1–5 of 140

Institutions

77

  1. Yonsei University

    Seoul, South Korea

    2 h-index

    5 publications

    77 citations

  2. Federal Reserve

    Washington D.C., United States

    2 h-index

    4 publications

    92 citations

  3. University of Toronto

    Toronto, Canada

    2 h-index

    4 publications

    72 citations

  4. Greenwich University

    Karachi, Pakistan

    2 h-index

    2 publications

    56 citations

  5. Vorarlberg University of Applied Sciences

    Dornbirn, Austria

    2 h-index

    3 publications

    223 citations

  6. Shah Abdul Latif University

    Khairpur, Pakistan

    2 h-index

    3 publications

    95 citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    2 h-index

    4 publications

    92 citations

  8. International Monetary Fund

    Washington D.C., United States

    2 h-index

    2 publications

    37 citations

1–8 of 77

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 167 citations

    6

    h-index

  2. Journal of Banking & Finance

    2 publications · 126 citations

    2

    h-index

  3. 2

    h-index

  4. Journal of Financial Stability

    1 publications · 16 citations

    1

    h-index

  5. ASAIO Journal

    1 publications · 15 citations

    1

    h-index

1–5