Cover and contents (PDF, 4 pages, 191 kb)
Introduction
by Iman van Lelyveld
Stress Testing Credit Risk: A Survey of Authorities' Approaches
by Antonella Foglia
Towards a Framework of Quantifying Systemic Stability
by Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora, and Claus Puhr
Interdependencies between Expected Default Frequency and the Macro Economy
by Per Åsberg Sommar and Hovick Shahnazarian
Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach
by Eivind Bernhardsen and Bjørne Dyre Syversten
Crash Testing German Banks
by Klaus Duellmann and Martin Erdelmeier
Macroeconomic Default Modeling and Stress Testing
by Dietske Simons and Ferdinand Rolwes
How to Find Plausible, Severe, and Useful Stress Scenarios
by Thomas Breuer, Martin Jandačka, Klaus Rheinberger, and Martin Summer