Matjaz Volk

Bank of Slovenia

Slovenska cesta 35

Ljubljana, 1505

Slovenia

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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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
Downloads 1,086 (34,259)

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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), Henley Business School - ICMA Centre, Bank of England, 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, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 189 (264,674)

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

3.

Policies in Support of Lending Following the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper No. 2021/257
Number of pages: 57 Posted: 24 May 2021
Katarzyna Barbara Budnik, Ivan Dimitrov, Johannes Groß, Martina Jancokova, Max Lampe, Bianca Sorvillo, Anze Stular and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB) and Bank of Slovenia
Downloads 154 (315,623)
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4.

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), 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
Downloads 125 (371,511)

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

5.

The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area

ECB Occasional Paper No. 2021/258
Number of pages: 62 Posted: 24 Jul 2021
Katarzyna Barbara Budnik, Ivan Dimitrov, Carla Giglio, Johannes Groß, Max Lampe, Andrei Sarychev, Matthieu Tarbé, Gianluca Vagliano and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), London Business School, European Central Bank (ECB) and Bank of Slovenia
Downloads 118 (387,685)
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6.

Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper Forthcoming
Number of pages: 64 Posted: 18 May 2022
Katarzyna Barbara Budnik, Louis Boucherie, Marcin Borsuk, Ivan Dimitrov, Giacomo Giraldo, Johannes Groß, Martina Jancokova, Max Lampe, Gianluca Vagliano and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and Bank of Slovenia
Downloads 82 (494,311)
Citation 3

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COVID-19, impact assessment, banking sector, real-financial feedback mechanism

7.

Do Unrealised Bank Losses Affect Loan Pricing?

Number of pages: 7 Posted: 08 Jul 2023
Matjaz Volk
Bank of Slovenia
Downloads 14 (907,517)

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Keywords: monetary policy, unrealized losses, HTM accounting