Browsing All of EconStor by Author Groß, Johannes


Showing results 1 to 7 of 7
Year of PublicationTitleAuthor(s)
2019Macroprudential stress test of the euro area banking systemBudnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan; Groß, Johannes; Hansen, Ib; Kleemann, Michael; Sanna, Francesco; Sarychev, Andrei; Siņenko, Nadežda; Volk, Matjaz; di Iasio, Giovanni
2020Banking euro area stress test modelBudnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan; Groß, Johannes; Kleemann, Michael; Reichenbachas, Tomas; Sannà, Francesco; Sarychev, Andrei; Siņenko, Nadežda; Volk, Matjaz
2021Policies in support of lending following the coronavirus (COVID-19) pandemicBudnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; Jancoková, Martina; Lampe, Max; Sorvillo, Bianca; Stular, Anze; Volk, Matjaz
2021The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro areaBudnik, Katarzyna; Dimitrov, Ivan; Giglio, Carla; Groß, Johannes; Lampe, Max; Sarychev, Andrei; Tarbé, Matthieu; Vagliano, Gianluca; Volk, Matjaz
2022The economic impact of the NPL coverage expectations in the euro areaBudnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; Kusmierczyk, Piotr; Lampe, Max; Vagliano, Gianluca; Volk, Matjaz
2023BEAST: A model for the assessment of system-wide risks and macroprudential policiesBudnik, Katarzyna; Groß, Johannes; Vagliano, Gianluca; Dimitrov, Ivan; Lampe, Max; Panos, Jiri; Velasco, Sofia; Boucherie, Louis; Jancoková, Martina
2024Advancements in stress-testing methodologies for financial stability applicationsBudnik, 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