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Уровни проведения стресс-тестирования;Направления использования стресс-тестирования;Стресс-тестирование по видам рисков;Макроэкономическое cтресс-тестирование; |
1. A Survey of Stress Tests and Current Practice at Major Financial Institutions (2001). Bank for International Settlements, April.
2. Amendment to the Сapital Accord to Incorporate Market Risks (1996). Bank for International Settlements, January.
3. Analytical Tools of the FSAP (2003). International Monetary Fund and The World Bank, February 24.
4. Fender I., Gibson M. S., Mosser P. C. (2001). An international survey of stress tests. Current Issues in Economics and Finance, November.
5. Credit Stress Testing (2002). Monetary Authority of Singapore, January.
6. Aragones J. R, Blanco C., Down K. (2001). Incorporating stress tests into market risk modeling. Institutional Investor.
7. France: Financial Sector Assessment Program — Technical Notes — Stress Testing Methodology and Results; Integration into Global Financial Markets; and Public Intervention in Financial Markets — Obstacles to Monetary Transmissions (2005). International Monetary Fund, June.
8. Hoggarth G., Logan A., Zicchino L. (2005). Macro Stress Tests of UK Banks. Bank of England, Bank for International Settlements, April.
9. Proposal to Issue a Supplement to the Basel Capital Accord to Cover Market Risks (2005). Bank for International Settlements, April.
10. Peura S., Jokivuolle E. (2003). Simulations-Based Stress Testing of Banks' Regulatory Capital Adequacy. Bank of Finland.
11. Cihak M. (2004). Stress Testing: A Review of Key Concepts. Czech National Bank.
12. Bun Ph., Cunningham A., Drehmann M. (2005). Stress Testing as a Tool for Assessing Systemic Risks. Bank of England.
13. Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues (2000). Bank for International Settlements, April.
14. Stress Testing Financial Systems: An Overview of Current Methodologies (2004). Bank for International Settlements, December.
15. Blaschke W., Jones M. T. , Majnoni G., Peria S. M. (2001). Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences. International Monetary Fund, June.
16. Hilbers P. , Jones M. T. (2004). Stress Testing of Financial System. International Monetary Fund.
17. Stress Testing the German Banking System (2003). Deutche Bundesbank, Monthly Report, December.
18. Stress Tests: Useful Complements to Financial Risk Models (2005). FRBSF Economic Letter, June 24.
19. Hilbers P. , Jones M. T. (2004). What if …? Finance&Development, December.