Christian Schmieder

Rules of Thumb for Bank Solvency Stress Testing

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

The Need for "Un-consolidating" Consolidated Banks' Stress Tests

How to Capture Macro-Financial Spillover Effects in Stress Tests?

A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs