Concepedia

Stress Testing Models

Stress Testing Models is a risk assessment framework that distinguishes itself by simulating extreme but plausible adverse conditions to evaluate the resilience of financial systems, institutions, or portfolios under significant stress scenarios.

262

Publications

12.1K

Citations

547

Authors

249

Institutions

Publications per year

2017–2026

86

Variants

Stress Test Models

Parents

Publications

262

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

Stability analysis of financial contagion due to overlapping portfolios

Fabio Caccioli, Munik Shrestha, Cristopher Moore et al. · Journal of Banking & Finance · 2014 · 388 citations

, , +17

Value at Risk

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

, , +18

Testing macroprudential stress tests: The risk of regulatory risk weights

Viral V. Acharya, Robert F. Engle, Diane Pierret · Journal of Monetary Economics · 2014 · 267 citations

, , +16

1–5 of 262

Authors

547

  1. CS
    Christian Schmieder

    International Monetary Fund, United States

    9 publications · 235 citations

    9

    h-index

  2. RF
    Robert F. Engle

    New York University, United States

    7 publications · 601 citations

    7

    h-index

  3. VV
    Viral V. Acharya

    New York University, United States

    6 publications · 575 citations

    6

    h-index

  4. MT
    Matthew T. Jones

    Australian National University, Australia

    6 publications · 393 citations

    6

    h-index

  5. LO
    Li Ong

    International Monetary Fund, United States

    6 publications · 106 citations

    6

    h-index

1–5 of 547

Institutions

249

  1. International Monetary Fund

    Washington D.C., United States

    20 h-index

    49 publications

    1.9K citations

  2. New York University

    New York, United States

    10 h-index

    28 publications

    1.4K citations

  3. European Central Bank

    Frankfurt am Main, Germany

    10 h-index

    32 publications

    734 citations

  4. Federal Reserve

    Washington D.C., United States

    10 h-index

    19 publications

    1.6K citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    10 h-index

    19 publications

    1.6K citations

  6. National Bureau of Economic Research

    Cambridge, United States

    9 h-index

    18 publications

    954 citations

  7. Bank of Finland

    Helsinki, Finland

    7 h-index

    10 publications

    569 citations

  8. Bank for International Settlements

    Basel, Switzerland

    7 h-index

    7 publications

    342 citations

1–8 of 249

Venues

  1. SSRN Electronic Journal

    Repository · 72 publications · 2.8K citations

    26

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 18 publications · 684 citations

    15

    h-index

  3. IMF Working Paper

    13 publications · 451 citations

    12

    h-index

  4. Journal of Banking & Finance

    11 publications · 1.7K citations

    11

    h-index

  5. Journal of Financial Stability

    8 publications · 444 citations

    8

    h-index

1–5