共 8 条
[1]
A Traverse from the Micro to the Macro Stress Testing. C.A.E.Goodhart. Conference Report on Stress-testing and Financial Crisis Simulation Exercises . 2007
[2]
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability. Dale F.Gray,Robert C.Merton,Zvi Bodie. IMF Working Paper,no.09015 . 2008
[3]
The IMF s Experience with Macro Stress-testing. Mark Swinburne. Conference Report on Stress-testing and Financial Crisis Simulation Exercises . 2007
[4]
A new approach to assessing risks to financial stability. Andrew Haldane,Simon Hall,Silvia Pezzini. Bank of England Financial Stability Paper,No.2 . 2007
[5]
Value at Risk:The New Benchmark for Measuring Financial Risk. P.Jorion. . 2001
[6]
Accounting for Risk Transfer in Macro-stress Testing Exercises:Challenges Some Thoughts. Kostas Tsatsaronis. Conference Report on Stress-testing and Financial Crisis Simulation Exercises . 2007
[7]
Howdo central banks write on financial stability?. Martin Cihak. IMF Working Paper,No.163 . 2006
[8]
Systemic Risk Monitor-risk Assessment and Stress Testing for the Austrian Banking System. Summer,M. . 2006