Matjaz Volk

Bank of Slovenia, Financial Stability

Slovenska cesta 35

Ljubljana, 1505

Slovenia

  • Bank of Slovenia, Financial Stability

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Estimating Probability of Default and Comparing It to Credit Rating Classification by Banks

Economic and Business Review, Volume 14, Number 4 (2012)
Number of pages: 16 Posted: 24 May 2012 Last Revised: 18 May 2013
Matjaz Volk
Bank of Slovenia, Financial Stability
Downloads 479 (67,938)

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Credit risk, Probability of default, Credit overdue, Credit ratings, Probit model

2.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro and Spyros Palligkinis
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

3.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
Katarzyna Barbara Budnik, Mirco Balatti, Ivan Dimitrov, Johannes Groß, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko and Matjaz Volk
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia and Bank of Slovenia, Financial Stability
Downloads 27 (547,258)

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banking sector deleveraging, macroprudential policy, macro stress test, real economy-financial sector feedback loop