Details about Frances Shaw

Access statistics for papers by Frances Shaw.

Last updated 2026-06-12. Update your information in the RePEc Author Service.

Short-id: psh1371

Working Papers

2024

1. Advancements in stress-testing methodologies for financial stability applications
   Occasional Paper Series, European Central Bank View citations (2)

2022

2. A Framework for Macroprudential Stress Testing
   Research Technical Papers, Central Bank of Ireland View citations (1)
3. A sensitivities based CoVaR approach to assets commonality and its application to SSM banks
   Working Paper Series, European Central Bank View citations (4)
4. Rising interest rates and higher inflation: implications for the banking sector
   Financial Stability Notes, Central Bank of Ireland View citations (3)

2021

5. Stress-testing net trading income: the case of European banks
   Working Paper Series, European Central Bank View citations (4)

2019

6. Real-estate concentration in the Irish banking system
   Financial Stability Notes, Central Bank of Ireland View citations (1)

2017

7. Investment Fund Risk: The Tale in the Tails
   Research Technical Papers, Central Bank of Ireland View citations (7)

Journal Articles

2025

1. Beyond the single bank: macroprudential insights from the 2025 EU-wide stress test and its extensions
   Macroprudential Bulletin, 2025, 32

2016

2. Jumps in Euribor and the effect of ECB monetary policy announcements
   Environment Systems and Decisions, 2016, 36, (2), 142-157 View citations (1)

2014

3. The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
   Research in International Business and Finance, 2014, 30, (C), 348-368 View citations (3)