Registos relacionados: How to improve the quality of stress tests through backtesting
- Dynamic stress testing: the framework for assessing the resilience of the banking sector used by the czech national bank
- Reputational Risk Quantification and Stress Testing
- Ad-Hoc Approaches to Stress Testing in the Pandemic Era
- Explaining Corporate Credit Default Rates with Sector Level Detail
- Další stress testy jsou za námi, výsledky jsou poměrně pozitivní
- <A> Liquidity Risk Stress - Testing Framework with Basel Liquidity Standards
Autor: Geršl, Adam
- Foreign direct investment, corporate finance and the life cycle of investment
- Foreign direct investment and productivity spillovers updated evidence from Central and Eastern Europe
- Rizika koncentrace úvěrových portfolií bank v ČR
- Foreign exchange intervention: the theoretical debate and Czech Koruna episode
- Political pressure on central banks <the> case of the Czech National Bank
- Testing the effectiveness of the Czech National Bank's foreign-exchange interventions
Autor: Seidler, Jakub
- Implied market Loss Given Default in the Czech Republic structural-model approach
- Insolvence podniků a její makroekonomické determinanty
- Dynamic stress testing: the framework for assessing the resilience of the banking sector used by the czech national bank
- How to improve the quality of stress tests through backtesting
- Excessive credit growth and countercyclical capital buffers in Basel III: an empirical evidence from Central and East European Countries
- <The> time dimension of the links between loss given default and the macroeconomy