Andreas Jobst

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe

Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk

Macroprudential Solvency Stress Testing of the Insurance Sector

Profitability and Balance Sheet Repair of Italian Banks

Sovereign Risk in Macroprudential Solvency Stress Testing

A Strategy for Resolving Europe's Problem Loans

Operative Principles of Islamic Derivatives: Towards a Coherent Theory

A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs

Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area

Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach