Supervisory Stress Testing is a regulatory risk assessment framework, distinct from institution-led exercises, in which a financial authority imposes standardized stress scenarios and methodologies to evaluate the capital adequacy and resilience of financial institutions under adverse conditions.
59
Publications
2.4K
Citations
86
Authors
65
Institutions
Publications per year
2017–2026
22
Parents
Publications
59
Stress Testing in a Value at Risk Framework
Paul Kupiec · The Journal of Derivatives · 1998 · 162 citations
Til Schuermann · International Journal of Forecasting · 2014 · 142 citations
Business, Finance, Bank Regulation +15
Introduction to Applied Stress Testing
Martin Čihák · SSRN Electronic Journal · 2007 · 133 citations · Full text
Management, Finance, Risk Management +17
1–5 of 59
Authors
86
- TS
6
h-index
- CM
3
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- CP
3
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- BH
3
h-index
- CK
3
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1–5 of 86
Institutions
65
International Monetary Fund
Washington D.C., United States
9 h-index
11 publications
413 citations
European Central Bank
Frankfurt am Main, Germany
4 h-index
8 publications
128 citations
Federal Reserve
Washington D.C., United States
3 h-index
4 publications
151 citations
University of Zurich
Zurich, Switzerland
3 h-index
3 publications
48 citations
Halle Institute for Economic Research
Halle, Germany
3 h-index
3 publications
48 citations
Federal Reserve Bank of New York
New York, United States
3 h-index
6 publications
515 citations
Bocconi University
Milan, Italy
2 h-index
2 publications
239 citations
KU Leuven
Leuven, Belgium
2 h-index
2 publications
30 citations
1–8 of 65
Venues
- SSRN Electronic Journal
Repository · 20 publications · 820 citations
16
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- IMF Working Paper
3 publications · 114 citations
3
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- Economy and Society
3 publications · 108 citations
3
h-index
- RePEc: Research Papers in Economics
Repository · 3 publications · 52 citations
3
h-index
- Journal of money credit and banking
2 publications · 152 citations
2
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1–5