关注
Claus Puhr
Claus Puhr
Oesterreichische Nationalbank
在 oenb.at 的电子邮件经过验证
标题
引用次数
引用次数
年份
Towards a framework of quantifying systemic stability
P Alessandri, P Gai, S Kapadia, N Mora, C Puhr
Eighteenth issue (September 2009) of the International Journal of Central …, 2018
1612018
Systemic risk monitor: A model for systemic risk analysis and stress testing of banking systems
M Boss, G Krenn, C Puhr, M Summer
Financial Stability Report 11 (June), 83-95, 2006
1392006
Next generation balance sheet stress testing
MC Schmieder, MC Puhr, M Hasan
International Monetary Fund, 2011
1062011
Network and eigenvalue analysis of financial transaction networks
F Kyriakopoulos, S Thurner, C Puhr, SW Schmitz
The European Physical Journal B 71, 523-531, 2009
882009
Next generation system-wide liquidity stress testing
MC Puhr, MA Santos, MC Schmieder, SN Neftci, MB Neudorfer, ...
International Monetary Fund, 2012
842012
modeling credit risk through the Austrian business cycle: An update of the OeNb model
M Boss, G Fenz, J Pann, C Puhr, M Schneider, E Ubl
Financial Stability Report 17 (1), 85-101, 2009
742009
Contagiousness and vulnerability in the Austrian interbank market
C Puhr, R Seliger, M Sigmund
Oesterreichische Nationalbank Financial Stability Report 24, 2012
592012
A view from the top: The interaction between solvency and liquidity stress
C Puhr, SW Schmitz
Journal of Risk Management in Financial Institutions 7 (1), 38-51, 2014
252014
Systemic risk monitor: Risk assessment and stress testing for the austrian banking system
M Boss, T Breuer, H Elsinger, G Krenn, A Lehar, C Puhr, M Summer
Internal technical document. OeNB, 2006
232006
Stress tests for the Austrian FSAP Update 2007: Methodology, scenarios and results
M Boss, G Fenz, G Krenn, J Pann, C Puhr, T Scheiber, SW Schmitz, ...
OeNB Financial Stability Report 15, 68-92, 2008
212008
Direct cross-border lending by Austrian banks to eastern europe
C Puhr, MS Schwaiger, M Sigmund
Financial Stability Report 17, 102-122, 2009
202009
Stress testing the exposure of Austrian banks in Central and Eastern Europe
M Boss, G Krenn, C Puhr, MS Schwaiger
Financial Stability Report 13, 115-134, 2007
182007
ArNIe in Action: the 2013 FsAp stress tests for the Austrian banking system
M Feldkircher, G Fenz, R Ferstl, G Krenn, B Neudorfer, C Puhr, ...
Financial stability report 26, 100-118, 2013
152013
A framework for quantifying systemic stability
P Alessandri, P Gai, S Kapadia, N Mora, C Puhr
Bank of England, mimeo, 2008
142008
Operational risk and contagion in the Austrian large-value payment system ARTIS
SW Schmitz, C Puhr, H Moshammer, M Hausmann, U Elsenhuber
Financial Stability Report 11, 2006
142006
Systemically important accounts, network topology and contagion in ARTIS
M Boss, G Krenn, V Metz, C Puhr, SW Schmitz
OeNB Financial Stability Report 15, 2008
112008
Structure and stability in payment networks–a panel data analysis of ARTIS simulations
SW Schmitz, C Puhr
Available at SSRN 1400883, 2009
102009
Modeling the COVID-19 effects on the Austrian economy and banking system
M Guth, C Lipp, C Puhr, M Schneider
Financial Stability Report 40, 63-86, 2020
82020
Have mitigating measures helped prevent insolvencies in Austria amid the COVID-19 pandemic?
C Puhr, M Schneider
Monetary Policy & the Economy, 77-110, 2021
72021
Maher Hasan, 2011,“Next Generation Balance Sheet Stress Testing,”
C Schmieder, C Puhr
IMF Working Paper 11/83 (Washington: International Monetary Fund), 0
5
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