 | The Global Bank Stress Test Author/Editor: Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel. Release Date:April, 2022 This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the more...
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 | Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective Author/Editor: Marco Gross, Dimitrios Laliotis, Mindaugas Leika, Pavel Lukyantsau. Release Date:July, 2020 The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for more...
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| A Global Projection Model for Euro Area Large Economies Author/Editor: Zoltan Jakab, Pavel Lukyantsau, Shengzu Wang. Release Date:March, 2015 The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) more...
| Price: $18.00
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| Investment in the Euro Area : Why Has It Been Weak? Author/Editor: Bergljot B Barkbu, Pelin Berkmen, Pavel Lukyantsau, Sergejs Saksonovs, Hanni Schoelermann. Release Date:February, 2015 Investment across the euro area remains below its pre-crisis level. Its performance has been weaker than in most previous recessions and financial crises. This paper shows that a part of this more...
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