Patrizia Baudino

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
Jerome Henry, Christoffer Kok, Adrien Amzallag, Patrizia Baudino, Inês Cabral, Maciej Grodzicki, Marco Gross, Grzegorz Halaj, Markus Kolb, Miha Leber, Cosimo Pancaro, Matthias Sydow, Angelos T. Vouldis, Angelos T. Vouldis, Maik Zimmermann and Dawid Żochowski
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 668 (60,164)
Citation 13

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

2.

The ECB and IMF Indicators for the Macro-Prudential Analysis of the Banking Sector: A Comparison of the Two Approaches

ECB Occasional Paper No. 99
Number of pages: 54 Posted: 11 Nov 2008
Anna Maria Agresti, Patrizia Baudino and Paolo Poloni
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 285 (162,429)

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Macro-prudential indicators (MPIs), financial soundness indicators (FSIs), financial stability statistics

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exchange rates, interbank market