Matjaz Volk

Bank of Slovenia, Financial Stability

Slovenska cesta 35

Ljubljana, 1505

Slovenia

SCHOLARLY PAPERS

5

DOWNLOADS

865

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (5)

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 642 (52,175)

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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
European Central Bank (ECB), 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)
Downloads 74 (395,177)

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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
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, Financial Stability
Downloads 68 (413,753)
Citation 1

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4.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
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, Financial Stability
Downloads 54 (463,149)

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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
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, Financial Stability
Downloads 27 (594,302)

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