Publications By Author

Title: India: Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework

Author: Gross, Marco ; Sun, Wei

Series: High Level Summary Technical Assistance Report No. 2024/040

Date: November 20, 2024

Subject: Credit risk Financial regulation and supervision Financial sector policy and analysis Liquidity risk Market risk Stress testing

Title: Dominican Republic: Assessing the Implications of a retail Central Bank Digital Currency (Phase 1 and 2)

Author: Paduraru, Anca ; Gross, Marco ; Miettinen, A Paavo ; Driessen, Karl ; Rey, Chacon ; Fernanda, Maria ; Poh, Kristel ; Forte, Stephanie ; Budau, Victor

Series: High Level Summary Technical Assistance Report No. 2024/031

Date: August 28, 2024

Subject: Central Bank digital currencies Technology

Title: Macroprudential Policy Calibration for Greece: Simulations for Borrower-Based Measures

Author: Gross, Marco ; Hua, Shiqing ; Jarmuzek, Mariusz ; Shi, Wei

Series: Selected Issues Paper No. 2024/008

Date: February 20, 2024

Subject: Credit Financial institutions Financial sector policy and analysis International organization Loans Macroprudential policy Monetary policy Money Mortgages Prices Real estate prices

Title: To Demand or Not to Demand: On Quantifying the Future Appetite for CBDC

Author: Gross, Marco ; Letizia, Elisa

Series: Working Paper No. 2023/009

Date: January 20, 2023

Title: Approaches to Climate Risk Analysis in FSAPs

Author: Adrian, Tobias ; Grippa, Pierpaolo ; Gross, Marco ; Haksar, V. ; Krznar, Ivo ; Lepore, Caterina ; Lipinsky, Fabian ; Oura, Hiroko ; Lamichhane, Sujan ; Panagiotopoulos, Apostolos

Series: Staff Climate Note No 2022/005

Date: July 14, 2022

Subject: Carbon tax Climate change Economic sectors Environment Financial crises Financial sector policy and analysis Stress testing Taxes

Title: The Global Bank Stress Test

Author: Ding, Xiaodan ; Gross, Marco ; Krznar, Ivo ; Laliotis, Dimitrios ; Lipinsky, Fabian ; Lukyantsau, Pavel ; Tressel, Thierry

Series: Departmental Paper No 2022/009

Date: April 6, 2022

Subject: Capital adequacy requirements Commercial banks COVID-19 Financial institutions Financial regulation and supervision Financial sector policy and analysis Health Stress testing Taxes Value-added tax

Title: What Drives Mortgage Default Risk in Europe and the U.S.?

Author: Gross, Marco ; Tressel, Thierry ; Ding, Xiaodan ; Tereanu, Eugen

Series: Working Paper No. 2022/065

Date: April 1, 2022

Subject: Expenditure Financial institutions Housing prices Labor Loans Mortgages Prices Unemployment benefits Unemployment rate

Title: Beautiful Cycles: A Theory and a Model Implying a Curious Role for Interest

Author: Gross, Marco

Series: Working Paper No. 2021/067

Date: March 5, 2021

Subject: Financial institutions Income Labor Labor share Loans National accounts Wage rigidity Wages

Title: The Effectiveness of Borrower-Based Macroprudential Measures: A Quantitative Analysis for Slovakia

Author: Jurca, Pavol ; Klacso, Ján ; Tereanu, Eugen ; Forletta, Marco ; Gross, Marco

Series: Working Paper No. 2020/134

Date: July 17, 2020

Subject: Bank soundness Financial institutions Financial sector policy and analysis Financial statements Loans Mortgages National accounts Personal income Public financial management (PFM)

Title: Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Author: Gross, Marco ; Laliotis, Dimitrios ; Leika, Mindaugas ; Lukyantsau, Pavel

Series: Working Paper No. 2020/111

Date: July 3, 2020

Subject: Distressed assets Financial institutions Financial regulation and supervision Financial sector policy and analysis International Financial Reporting Standards Loans Stocks Stress testing