Browsing All of EconStor by Author Pliszka, Kamil
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2015 | A macroeconomic reverse stress test | Grundke, Peter; Pliszka, Kamil |
2017 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |
2018 | The time-varying impact of systematic risk factors on corporate bond spreads | Klein, Arne C.; Pliszka, Kamil |
2018 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area | Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; Schulz, Alexander |
2019 | Model and estimation risk in credit risk stress tests | Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael |
2021 | System-wide and banks' internal stress tests: Regulatory requirements and literature review | Pliszka, Kamil |
2022 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |