Model-based approach for scenario design: stress test severity and banks' resiliency
PN Barbieri, G Lusignani, L Prosperi… - Quantitative …, 2022 - Taylor & Francis
After the financial crisis, evaluating the financial health of banks under stressed scenarios
has become common practice among supervisors. According to supervisory guidelines, the …
has become common practice among supervisors. According to supervisory guidelines, the …
[HTML][HTML] Fed rate hikes and the effects on Turkish banking system. Could it catch a cold this time?
S Perdichizzi, MP Priola, L Prosperi… - … ICE-TEA 2018, 2018 - books.google.com
Could a Fed rate hike affect Turkish banks' stock prices? Could it lead to an increase in the
exposure to interest rate risk of Turkish banks, generating negative spillover effects? By …
exposure to interest rate risk of Turkish banks, generating negative spillover effects? By …