Christian Schmieder

Next Generation System

New Heuristic Measure of Fragility and Tail Risks

Multi-Period Credit Portfolio Selection

Next Generation Balance Sheet Stress Testing

Aging Gracefully

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

How to Capture Macro-Financial Spillover Effects in Stress Tests?

Framework for Macroprudential Bank Solvency Stress Testing

Rules of Thumb for Bank Solvency Stress Testing

Need for un-Consolidating Consolidated Banks' Stress Tests

Next Generation System-Wide Liquidity Stress Testing

Impact of Legislation on Credit Risk - Comparative Evidence from the United States, the United Kingdom and Germany

Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks