Concepedia

Stress Testing Methodology

Stress Testing Methodology is a systematic framework within the domain of financial risk assessment that specifies the models, assumptions, scenarios, and analytical procedures used to evaluate the resilience of financial institutions under adverse economic conditions.

324

Publications

16K

Citations

599

Authors

283

Institutions

Publications per year

2017–2026

95

Parents

Publications

324

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, Robert F. Engle, Matthew Richardson · American Economic Review · 2012 · 1.2K citations

, , +17

A climate stress-test of the financial system

Stefano Battiston, Antoine Mandel, Irene Monasterolo et al. · Nature Climate Change · 2017 · 1K citations

, , +14

A framework for assessing the systemic risk of major financial institutions

Xin Huang, Hao Zhou, Haibin Zhu · Journal of Banking & Finance · 2009 · 655 citations · Full text

, , +17

From value at risk to stress testing: The extreme value approach

François Longin · Journal of Banking & Finance · 2000 · 509 citations

, , +17

Value at Risk

Thomas J. Linsmeier, Neil D. Pearson · Financial Analysts Journal · 2000 · 313 citations

, , +18

1–5 of 324

Authors

599

  1. CS
    Christian Schmieder

    International Monetary Fund, United States

    12 publications · 329 citations

    11

    h-index

  2. VV
    Viral V. Acharya

    New York University, United States

    10 publications · 2K citations

    10

    h-index

  3. RF
    Robert F. Engle

    New York University, United States

    9 publications · 1.8K citations

    9

    h-index

  4. MT
    Matthew T. Jones

    Australian National University, Australia

    7 publications · 403 citations

    7

    h-index

  5. LO
    Li Ong

    International Monetary Fund, United States

    6 publications · 106 citations

    6

    h-index

1–5 of 599

Institutions

283

  1. International Monetary Fund

    Washington D.C., United States

    22 h-index

    72 publications

    2.4K citations

  2. European Central Bank

    Frankfurt am Main, Germany

    14 h-index

    53 publications

    1.4K citations

  3. New York University

    New York, United States

    12 h-index

    35 publications

    5.1K citations

  4. National Bureau of Economic Research

    Cambridge, United States

    11 h-index

    19 publications

    865 citations

  5. Federal Reserve

    Washington D.C., United States

    11 h-index

    21 publications

    1.7K citations

  6. Federal Reserve Board of Governors

    Washington D.C., United States

    11 h-index

    21 publications

    1.7K citations

  7. University of Zurich

    Zurich, Switzerland

    8 h-index

    13 publications

    2.6K citations

  8. Bank for International Settlements

    Basel, Switzerland

    8 h-index

    9 publications

    840 citations

1–8 of 283

Venues

  1. SSRN Electronic Journal

    Repository · 98 publications · 3.8K citations

    32

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 21 publications · 683 citations

    16

    h-index

  3. Journal of Banking & Finance

    15 publications · 2.1K citations

    14

    h-index

  4. IMF Working Paper

    16 publications · 505 citations

    13

    h-index

  5. Journal of Financial Stability

    9 publications · 471 citations

    9

    h-index

1–5