{"id":"https://openalex.org/W7207910968","doi":"https://doi.org/10.2139/ssrn.3179540","title":"The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance","display_name":"The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W7207910968","doi":"https://doi.org/10.2139/ssrn.3179540","mag":"2891244658"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.3179540","doi":"https://doi.org/10.2139/ssrn.3179540","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3179540","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3179540","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060375160","display_name":"Lukas Ahnert","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I202963720","display_name":"University of St.Gallen","ror":"https://ror.org/0561a3s31","country_code":"CH","type":"education","lineage":["https://openalex.org/I202963720"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Lukas Ahnert","raw_affiliation_strings":["University of St. Gallen, Langgasse 1, St. Gallen, 9008, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of St. Gallen, Langgasse 1, St. Gallen, 9008, Switzerland","institution_ids":["https://openalex.org/I202963720"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018200082","display_name":"Pascal Vogt","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4401726965","display_name":"Boston Consulting Group (United States)","ror":"https://ror.org/01526xe10","country_code":"US","type":"company","lineage":["https://openalex.org/I4401726965"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Pascal Vogt","raw_affiliation_strings":["Boston Consulting Group - Germany, Cologne, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Boston Consulting Group - Germany, Cologne, Germany","institution_ids":["https://openalex.org/I4401726965"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5086571999","display_name":"Volker Vonhoff","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I177802217","display_name":"University of Mannheim","ror":"https://ror.org/031bsb921","country_code":"DE","type":"education","lineage":["https://openalex.org/I177802217"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Volker Vonhoff","raw_affiliation_strings":["University of Mannheim - Department of Business Administration and Finance, Mannheim, 68131, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Mannheim - Department of Business Administration and Finance, Mannheim, 68131, Germany","institution_ids":["https://openalex.org/I177802217"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050646837","display_name":"Florian Weigert","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I180923762","display_name":"University of Cologne","ror":"https://ror.org/00rcxh774","country_code":"DE","type":"education","lineage":["https://openalex.org/I180923762"]},{"id":"https://openalex.org/I57825437","display_name":"University of Neuch\u00e2tel","ror":"https://ror.org/00vasag41","country_code":"CH","type":"education","lineage":["https://openalex.org/I57825437"]}],"countries":["CH","DE"],"is_corresponding":true,"raw_author_name":"Florian Weigert","raw_affiliation_strings":["University of Cologne - Centre for Financial Research (CFR), Albertus-Magnus Platz, Cologne, 50923, Germany","University of Neuchatel - Institute of Financial Analysis, Pierre-a-Mazel,7, Neuchatel, CH-2000, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cologne - Centre for Financial Research (CFR), Albertus-Magnus Platz, Cologne, 50923, Germany","institution_ids":["https://openalex.org/I180923762"]},{"raw_affiliation_string":"University of Neuchatel - Institute of Financial Analysis, Pierre-a-Mazel,7, Neuchatel, CH-2000, Switzerland","institution_ids":["https://openalex.org/I57825437"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5050646837"],"corresponding_institution_ids":["https://openalex.org/I180923762","https://openalex.org/I57825437"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":17,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.7426999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.7426999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.22380000352859497,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14154","display_name":"finance, banking, and market dynamics","score":0.00570000009611249,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bank-capital","display_name":"bank capital","score":0.546999990940094},{"id":"https://openalex.org/keywords/credit-default-swap-spreads","display_name":"credit default swap spreads","score":0.8420000076293945},{"id":"https://openalex.org/keywords/bank-stock-returns","display_name":"bank stock returns","score":0.7789999842643738}],"concepts":[{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.7139999866485596},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5403000116348267},{"id":"https://openalex.org/C2779201015","wikidata":"https://www.wikidata.org/wiki/Q1308919","display_name":"Stress test","level":2,"score":0.5209000110626221},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5006999969482422},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.47510001063346863},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4713999927043915},{"id":"https://openalex.org/C7515471","wikidata":"https://www.wikidata.org/wiki/Q1936882","display_name":"Stress testing (software)","level":2,"score":0.43950000405311584},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4027000069618225},{"id":"https://openalex.org/C149866677","wikidata":"https://www.wikidata.org/wiki/Q5384698","display_name":"Equity risk","level":3,"score":0.3991999924182892},{"id":"https://openalex.org/C155530773","wikidata":"https://www.wikidata.org/wiki/Q591174","display_name":"Return on equity","level":3,"score":0.37209999561309814},{"id":"https://openalex.org/C178297102","wikidata":"https://www.wikidata.org/wiki/Q5978114","display_name":"Private equity fund","level":3,"score":0.35179999470710754},{"id":"https://openalex.org/C2779530757","wikidata":"https://www.wikidata.org/wiki/Q1207505","display_name":"Quality (philosophy)","level":2,"score":0.3499000072479248},{"id":"https://openalex.org/C3020318244","wikidata":"https://www.wikidata.org/wiki/Q4812187","display_name":"Large sample","level":2,"score":0.3359000086784363},{"id":"https://openalex.org/C2779338949","wikidata":"https://www.wikidata.org/wiki/Q4808812","display_name":"Asset quality","level":4,"score":0.329800009727478},{"id":"https://openalex.org/C143801662","wikidata":"https://www.wikidata.org/wiki/Q5384683","display_name":"Equity capital markets","level":3,"score":0.30809998512268066},{"id":"https://openalex.org/C21036866","wikidata":"https://www.wikidata.org/wiki/Q181767","display_name":"Stress (linguistics)","level":2,"score":0.27950000762939453},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.25690001249313354},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2556000053882599},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.25220000743865967}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.2139/ssrn.3179540","doi":"https://doi.org/10.2139/ssrn.3179540","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3179540","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:www.alexandria.unisg.ch:254307","doi":null,"is_oa":false,"landing_page_url":"http://www.alexandria.unisg.ch/254307/7/18_14_Weigert%20et%20al_The%20Impact%20of%20Regulatory%20Stress%20Testing%20on%20Bank%27s%20Equity%20and%20CDs%20Performance.pdf","pdf_url":"http://www.alexandria.unisg.ch/254307/7/18_14_Weigert%20et%20al_The%20Impact%20of%20Regulatory%20Stress%20Testing%20on%20Bank%27s%20Equity%20and%20CDs%20Performance.pdf","source":{"id":"https://openalex.org/S4306400650","display_name":"Alexandria (UniSG) (University of St.Gallen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210158813","host_organization_name":"St.Gallen University of Teacher Education","host_organization_lineage":["https://openalex.org/I4210158813"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Journal paper"},{"id":"pmh:oai:RePEc:usg:sfwpfi:2018:14","doi":null,"is_oa":true,"landing_page_url":"http://ux-tauri.unisg.ch/RePEc/usg/sfwpfi/WPF-1814.pdf","pdf_url":"http://ux-tauri.unisg.ch/RePEc/usg/sfwpfi/WPF-1814.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:2891244658","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/usg/sfwpfi/201814.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:alexandria.unisg.ch:20.500.14171/100474","doi":null,"is_oa":false,"landing_page_url":"https://www.alexandria.unisg.ch/handle/20.500.14171/100474","pdf_url":null,"source":{"id":"https://openalex.org/S4306400650","display_name":"Alexandria (UniSG) (University of St.Gallen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210158813","host_organization_name":"St.Gallen University of Teacher Education","host_organization_lineage":["https://openalex.org/I4210158813"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"journal article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3179540","doi":"https://doi.org/10.2139/ssrn.3179540","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3179540","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7207910968.pdf","grobid_xml":"https://content.openalex.org/works/W7207910968.grobid-xml"},"referenced_works_count":15,"referenced_works":["https://openalex.org/W1536411649","https://openalex.org/W1789282784","https://openalex.org/W1968500680","https://openalex.org/W2029056003","https://openalex.org/W2127395290","https://openalex.org/W2130162792","https://openalex.org/W2139122730","https://openalex.org/W2414365664","https://openalex.org/W2574454342","https://openalex.org/W2581842646","https://openalex.org/W2790188101","https://openalex.org/W3124386961","https://openalex.org/W3126098145","https://openalex.org/W4240307802","https://openalex.org/W4378714673"],"related_works":["https://openalex.org/W3021704309","https://openalex.org/W1968500680","https://openalex.org/W3175254924","https://openalex.org/W3126098145","https://openalex.org/W2611870511","https://openalex.org/W7008010242","https://openalex.org/W4401029506","https://openalex.org/W7151450631","https://openalex.org/W2214079037","https://openalex.org/W3118670562"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2026-09-04T00:00:00"}
