2
H index
0
i10 index
14
Citations
Deutsche Bundesbank | 2 H index 0 i10 index 14 Citations RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kamil Pliszka. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Quantitative Finance and Accounting | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Deutsche Bundesbank | 6 |
Year | Title of citing document |
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2021 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839. Full description at Econpapers || Download paper |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper |
2020 | Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20202496. Full description at Econpapers || Download paper |
2020 | Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546. Full description at Econpapers || Download paper |
2020 | Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925. Full description at Econpapers || Download paper |
2020 | Stochastic Optimization System for Bank Reverse Stress Testing. (2020). Ronga, Alessandro ; Fazzini, Massimiliano ; Papiro, Giovanni ; Montesi, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:174-:d:395561. Full description at Econpapers || Download paper |
2020 | When enough is not enough: bank capital and the Too-Big-To-Fail subsidy. (2020). Imerman, Michael B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00877-x. Full description at Econpapers || Download paper |
2021 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2018 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
2015 | A macroeconomic reverse stress test.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
2019 | Model and estimation risk in credit risk stress tests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | System-wide and banks internal stress tests: Regulatory requirements and literature review In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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