Browsing All of EconStor by Author Giglio, Carla
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2021 | Stress-testing net trading income: The case of European banks | Giglio, Carla; Shaw, Frances; Syrichas, Nicolas; Cappelletti, Giuseppe |
2021 | The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area | Budnik, Katarzyna; Dimitrov, Ivan; Giglio, Carla; Groß, Johannes; Lampe, Max; Sarychev, Andrei; Tarbé, Matthieu; Vagliano, Gianluca; Volk, Matjaz |
2022 | A sensitivities based CoVaR approach to asset commonality and its application to SSM banks | Del Vecchio, Leonardo; Giglio, Carla; Shaw, Frances; Spanò, Guido; Cappelletti, Giuseppe |
2024 | Advancements in stress-testing methodologies for financial stability applications | Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, Saifeddine; Georgescu, Oana-Maria; Giglio, Carla; Grassi, Alberto; Durrani, Agha; Figueres, Juan Manuel; Konietschke, Paul; Le Grand, Catherine; Metzler, Julian; Ortl, Aljosa; Población García, Javier; Shaw, Frances; Trachana, Zoe; Chalf, Yasmine; Groß, Johannes; Sydow, Matthias; Franch, Fabio |