Details about Kamil Pliszka

Access statistics for papers by Kamil Pliszka.

Last updated 2021-07-05. Update your information in the RePEc Author Service.

Short-id: ppl112

Working Papers

2021

1. System-wide and banks' internal stress tests: Regulatory requirements and literature review
   Discussion Papers, Deutsche Bundesbank View citations (4)

2019

2. Model and estimation risk in credit risk stress tests
   Discussion Papers, Deutsche Bundesbank View citations (2)
   See also Journal Article Model and estimation risk in credit risk stress tests, Review of Quantitative Finance and Accounting, Springer (2020) View citations (3) (2020)

2018

3. The time-varying impact of systematic risk factors on corporate bond spreads
   Discussion Papers, Deutsche Bundesbank View citations (2)
4. What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article What are the real effects of financial market liquidity? Evidence on bank lending from the euro area, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (4) (2019)

2017

5. Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
   Discussion Papers, Deutsche Bundesbank View citations (5)

2015

6. A macroeconomic reverse stress test
   Discussion Papers, Deutsche Bundesbank View citations (5)
   See also Journal Article A macroeconomic reverse stress test, Review of Quantitative Finance and Accounting, Springer (2018) View citations (7) (2018)

Journal Articles

2020

1. Model and estimation risk in credit risk stress tests
   Review of Quantitative Finance and Accounting, 2020, 55, (1), 163-199 View citations (3)
   See also Working Paper Model and estimation risk in credit risk stress tests, Discussion Papers (2019) View citations (2) (2019)

2019

2. What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
   Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 152-183 View citations (4)
   See also Working Paper What are the real effects of financial market liquidity? Evidence on bank lending from the euro area, Discussion Papers (2018) (2018)

2018

3. A macroeconomic reverse stress test
   Review of Quantitative Finance and Accounting, 2018, 50, (4), 1093-1130 View citations (7)
   See also Working Paper A macroeconomic reverse stress test, Discussion Papers (2015) View citations (5) (2015)