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2. Forecasting nonperforming loans using machine learning. (2023). Chowdhury, Mohammad Ashraful ; Moududulhuq, Syed ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad ; Uddin, Ajim.
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1. Climate stress test for the German banking sector: Impact of the green transition on corporate loan portfolios. (2025). Gross, Christian ; Zwanzger, Joachim ; Strobel, Lena ; Niederauer, Simon ; Kuntz, Laura-Chlo.
   In: Discussion Papers.
   RePEc:zbw:bubdps:319621.

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2. Asset-Quality-at-Risk. (2025). picarelli, mattia osvaldo ; Fusi, Giulia ; Donini, Alessandra.
   In: Working Papers.
   RePEc:stm:wpaper:69.

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3. Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai.
   In: Empirical Economics.
   RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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4. Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. (2025). Fritsch, Nicholas.
   In: Working Papers.
   RePEc:fip:fedcwq:99663.

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5. The Impact of commercial banks ESG performance: Difference between provocative and passive risk-taking – Evidence from China. (2025). You, Wei ; Wen, Bohui ; Yuan, Ming.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001151.

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6. The determinants of funding liquidity risk in decentralized lending. (2025). Pham, Thi Thu Tra ; Tra, Thi Thu ; Thanh, Binh Nguyen ; Nguyen, Minh Hong.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001273.

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7. BHC brilliance in the fog of uncertainty: Illuminating trends in bank performance. (2024). Nguyen, Minh N ; Pham, Hung M ; Tran, Dung V ; Phan, Anh ; Alam, Ahmed W.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09664-z.

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8. Determinant factors of banking profitability: an application of quantile regression for panel data. (2024). BORTOLUZZO, ADRIANA ; Ciganda, Rodrigo Ricardo.
   In: Future Business Journal.
   RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00347-z.

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9. Bank regulation and supervision: A symbiotic relationship. (2024). Goel, Tirupam ; Agarwal, Isha.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:163:y:2024:i:c:s037842662400102x.

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10. A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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11. A portfolio perspective on euro area bank profitability using stress test data. (2024). Trachana, Zoe ; Mirza, Harun ; Salleo, Carmelo.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2024356.

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12. Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2024348.

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13. Tests of no cross-sectional error dependence in panel quantile regressions. (2023). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:1041.

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14. Activity strategies, bank stability and policy uncertainty. (2023). Tran, Dung ; Nguyen, Tien V ; Phan, Anh.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:47:y:2023:i:4:d:10.1007_s12197-023-09640-z.

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15. Effects of Macroprudential Policies on Bank Lending and Credit Risks. (2023). Behncke, Stefanie.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-022-00378-z.

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16. How does climate risk affect bank loan supply? Empirical evidence from China. (2023). Wu, Xin ; Li, Shouwei.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09505-9.

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17. Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Wang, Ying-Wei ; Chang, Wen-Chang ; Tsai, Pei-Hsuan.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610.

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18. Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Hammoudeh, Shawkat ; Karim, Muhammad Mahmudul ; Uddin, Md Hamid ; Ali, Md Hakim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106.

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19. Multivariate stress scenario selection in interbank networks. (2023). Kim, Kyoung-Kuk ; Kwon, Eunji ; Ahn, Dohyun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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20. Should Bank Stress Tests Be Fair?. (2023). Glasserman, Paul ; Li, Mike.
    In: Papers.
    RePEc:arx:papers:2207.13319.

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21. Interest rate uncertainty and the predictability of bank revenues. (2022). Sensoy, Ahmet ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:8:p:1559-1569.

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22. The resilience of the U.S. banking system. (2022). Papadimitriou, Theophilos ; Gogas, Periklis ; Agrapetidou, Anna.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2819-2835.

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23. The Transmission Mechanism of Monetary Policy via Bank’ Balance Sheet: An Empirical Study of Dual Banking System in Pakistan. (2022). Hassan, M. Kabir ; Abdul, Syed Muhammad ; Akmal, Muhammad ; Kabir, Anis.
    In: Jurnal Ekonomi Malaysia.
    RePEc:ukm:jlekon:v:56:y:2022:i:2:p:129-140.

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24. A banks optimal capital ratio: A time-varying parameter model to the partial adjustment framework. (2022). Joo, Sunghoon ; Han, Sumin ; Lee, Kangbok ; Baik, Hyeoncheol.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:142:y:2022:i:c:s037842662200142x.

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25. Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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26. The lending risk predicting of the folk informal financial organization from big data using the deep learning hybrid model. (2022). Xu, Ying ; Zhang, Wei ; Shi, Tao ; Wanyan, Hong ; Li, Chongyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004172.

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27. Environmental, social, and governance integration: the case of microfinance institutions. (2022). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Lhuillier, Barbara.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:62:y:2022:i:1:p:837-891.

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28. Interest Rate Uncertainty and the Predictability of Bank Revenues. (2021). Sensoy, Ahmet ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:hhs:cbsnow:2021_002.

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29. Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Cech, Frantisek ; Baruník, Jozef ; Barunik, Jozef.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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30. Bank lending in Switzerland: Driven by business models and exposed to uncertainty. (2021). Kaufmann, Sylvia ; Gubler, Matthias ; Beutler, Toni ; Hauri, Simona.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002519.

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31. The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment. (2021). Vo, Xuan Vinh ; Luu, Hiep Ngoc.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521920302301.

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32. Limits of stress-test based bank regulation. (2021). Goel, Tirupam ; Agarwal, Isha.
    In: BIS Working Papers.
    RePEc:bis:biswps:953.

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33. Forecasting With Dynamic Panel Data Models. (2020). Schorfheide, Frank ; Moon, Hyungsik ; Liu, Laura.
    In: Econometrica.
    RePEc:wly:emetrp:v:88:y:2020:i:1:p:171-201.

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34. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:szg:worpap:2004.

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35. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-12.

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36. A historical loss approach to community bank stress testing. (2020). Yeager, Timothy J ; Fang, Cao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300984.

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37. Do stress tests affect bank liquidity creation?. (2020). Onali, Enrico ; Chevapatrakul, Thanaset ; Vu, Thach ; Ahmed, Shamim.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300663.

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38. Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). RAKOTONIRAINY, MIORA ; Razafindravonona, Jean ; Rasolomanana, Christian.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218.

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39. Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques. (2019). Luo, Zhongmin ; Brummelhuis, Raymond.
    In: MPRA Paper.
    RePEc:pra:mprapa:94779.

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40. Implications of Model Uncertainty for Bank Stress Testing. (2019). Gross, Marco ; Poblacion, Javier.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0275-4.

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41. Financial Stress Index as a Generalized Indicator of Financial Instability. (2019). Yu, Marina ; Ovcharov, Anton O.
    In: Finansovyj žhurnal — Financial Journal.
    RePEc:fru:finjrn:190303:p:38-54.

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42. Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress. (2019). Petrella, Lea ; Raponi, Valentina.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:173:y:2019:i:c:p:70-84.

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43. Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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44. Predicting European bank stress tests: Survival of the fittest. (2019). López-Iturriaga, Félix ; Kolari, James W ; Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:39:y:2019:i:c:p:44-57.

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45. On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests. (2018). Siemsen, Thomas ; Vilsmeier, Johannes.
    In: Discussion Papers.
    RePEc:zbw:bubdps:312018.

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46. Forecasting with Dynamic Panel Data Models. (2018). Schorfheide, Frank ; Moon, Hyungsik ; Liu, Laura.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25102.

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47. Paths of glory or paths of shame? An analysis of distress events in European banking. (2018). Iwanicz-Drozdowska, Małgorzata ; Laitinen, Erkki K ; Suvas, Arto.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:49:y:2018:i:2:p:115-144.

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48. Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Busch, Ramona ; Mitrovic, Marc.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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49. Lending implications of U.S. bank stress tests: Costs or benefits?. (2018). Roman, Raluca ; Acharya, Viral ; Berger, Allen N.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:34:y:2018:i:c:p:58-90.

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50. An empirical study of bank stress testing for auto loans. (2018). Wang, Qing ; Fang, Ming ; Wu, Deming.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:39:y:2018:i:c:p:79-89.

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51. Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. (2017). Fischer, Matthias ; Pfeuffer, Marius ; Kraus, Daniel ; Czado, Claudia.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:3:p:38-:d:105140.

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52. Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew.
    In: Supervisory Research and Analysis Working Papers.
    RePEc:fip:fedbqu:rpa17-4.

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53. Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

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54. Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172029.

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55. The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José.
    In: Technical Reports.
    RePEc:bca:bocatr:111.

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56. Forecasting with Dynamic Panel Data Models. (2017). Schorfheide, Frank ; Moon, Hyungsik ; Liu, Laura.
    In: Papers.
    RePEc:arx:papers:1709.10193.

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57. Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Cech, Frantisek ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1708.08622.

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58. Forecasting bank leverage: an alternative to regulatory early warning models. (2016). Shaffer, Sherrill ; Hambusch, Gerhard.
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:50:y:2016:i:1:d:10.1007_s11149-016-9306-6.

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59. A Top-down Approach to Stress-testing Banks. (2016). Mitnik, Oscar ; Kapinos, Pavel.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-015-0228-8.

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60. Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy).
    In: Bank of England working papers.
    RePEc:boe:boeewp:0611.

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61. Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham .
    In: Working Papers.
    RePEc:ofr:wpaper:15-02.

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