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September 2009 issue contents

Cover and contents (PDF, 4 pages, 191 kb)

Introduction
  by Iman van Lelyveld

Stress Testing Credit Risk: A Survey of Authorities' Approaches
  by Antonella Foglia

Towards a Framework of Quantifying Systemic Stability
  by Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora, and Claus Puhr

Interdependencies between Expected Default Frequency and the Macro Economy
  by Per Åsberg Sommar and Hovick Shahnazarian

Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach
  by Eivind Bernhardsen and Bjørne Dyre Syversten

Crash Testing German Banks
  by Klaus Duellmann and Martin Erdelmeier

Macroeconomic Default Modeling and Stress Testing
  by Dietske Simons and Ferdinand Rolwes

How to Find Plausible, Severe, and Useful Stress Scenarios
  by Thomas Breuer, Martin Jandačka, Klaus Rheinberger, and Martin Summer