Volume 5, Issue 3

How to Find Plausible, Severe, and Useful Stress Scenarios

Thomas Breuer, Martin Jandačka, Klaus Rheinberger and Martin Summer

Macroeconomic Default Modeling and Stress Testing

Dietske Simons and Ferdinand Rolwes

Crash Testing German Banks

Klaus Duellmann and Martin Erdelmeier

Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach

Eivind Bernhardsen and Bjørne Dyre Syversten

Interdependencies between Expected Default Frequency and the Macro Economy

Per Åsberg Sommar and Hovick Shahnazarian

Towards a Framework of Quantifying Systemic Stability

Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora and Claus Puhr

Stress Testing Credit Risk: A Survey of Authorities' Approaches

Antonella Foglia

Introduction

Iman van Lelyveld