4
H index
1
i10 index
28
Citations
Deutsche Bundesbank | 4 H index 1 i10 index 28 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 |
|---|---|
| Review of Quantitative Finance and Accounting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Deutsche Bundesbank | 6 |
| Year | Title of citing document |
|---|---|
| 2024 | Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941. Full description at Econpapers || Download paper |
| 2025 | Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884. Full description at Econpapers || Download paper |
| 2025 | Credit risk management through stress testing during the Covid-19 crisis: case of Banque Exterieure d’Algerie. (2025). Abdlemalek, Hanane ; Benachour, Amira ; Tarhlissia, Lamine. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:10:y:2025:i:18:p:9-29. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 3 |
| 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 nother version. Agregated cites: 3 | paper | |
| 2018 | A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
| 2015 | A macroeconomic reverse stress test.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2019 | Model and estimation risk in credit risk stress tests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 4 |
| 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 | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team