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Matjaž Volk

Observed names: Matjaz Volk, Volk, Matjaz, Volk, Matjaž
Institution: Bank of Slovenia
ORCID: 0000-0003-0859-0474
Observed ORCID: 0000-0003-0859-0474
OpenAlex ID: A5028342409
Macroprudential Stress Test of the Euro Area Banking System
2019 · Katarzyna Barbara Budnik, Mirco Balatti, et al. · SSRN Electronic Journal · 32
Modeling credit risk with a Tobit model of days past due
2020 · Arjana Brezigar-Masten, Igor Masten, et al. · Journal of Banking & Finance · 23
Policies in Support of Lending Following the Coronavirus (COVID-19) Pandemic
2021 · Katarzyna Barbara Budnik, Ivan Dimitrov, et al. · SSRN Electronic Journal · 20
Estimating probability of default and comparing it to credit rating classification by banks
2012 · Matjaž Volk · Economic and business review · 15
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Banking Euro Area Stress Test Model
2020 · Katarzyna Barbara Budnik, Mirco Balatti, et al. · SSRN Electronic Journal · 13
Discretionary Credit Rating and Bank Stability in a Financial Crisis
2015 · Arjana Brezigar-Masten, Igor Masten, et al. · Eastern European Economics · 12
Access to Credit as a Growth Constraint
2014 · Matjaž Volk, Polona Trefalt · Journal of Banking and Financial Economics · 10
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Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic
2022 · Katarzyna Barbara Budnik, Louis Boucherie, et al. · SSRN Electronic Journal · 9
The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area
2021 · Katarzyna Barbara Budnik, Ivan Dimitrov, et al. · SSRN Electronic Journal · 9
Buffer use and lending impact
2020 · Marcin Borsuk, Katarzyna Budnik, et al. · 9
The Impact of the COVID-19 Pandemic and Policy Support on Productivity
2024 · Tibor Lalinsky, Marianthi Anastasatou, et al. · SSRN Electronic Journal · 7
Empirical Evidence on the Effectiveness of Capital Buffer Release
2018 · Vasja Sivec, Matjaž Volk, et al. · RePEc: Research Papers in Economics · 7
The Economic Impact of the NPL Coverage Expectations in the Euro Area
2022 · Katarzyna Barbara Budnik, Ivan Dimitrov, et al. · SSRN Electronic Journal · 5
Macroeconomic impact of Basel III finalisation on the euro area
2021 · Katarzyna Budnik, Ivan Dimitrov, et al. · 5
The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
2021 · Katarzyna Budnik, Ivan Dimitrov, et al. · Occasional paper series · 5
The transmission of targeted monetary policy to bank credit supply
2024 · Matjaž Volk · The Quarterly Review of Economics and Finance · 3
Is the ECB Monetary tightening effective? The role of bank funding and asset structure
2023 · Matjaž Volk · Applied Economics Letters · 3
Ad hoc bank taxation and credit supply
2024 · Matjaž Volk · Economic Notes · 2
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When faced with reality: How extreme weather events influence bank lending
2025 · Domen Pavlič, Matjaž Volk, et al. · Research in International Business and Finance · 1
Bank response to policy-related changes in capital requirements
2019 · Vasja Sivec, Matjaž Volk · The Quarterly Review of Economics and Finance · 1
Macroprudential effects of systemic bank stress
2016 · Stéphane Dées, G. Gaiduchevici, et al. · RePEc: Research Papers in Economics · 1
Loan Pricing in Negative Rate Environment and the Role of Tiered Remuneration of Reserves
2025 · Matjaz Volk · SSRN Electronic Journal
Do unrealized bank losses affect loan pricing?
2024 · Matjaž Volk · Applied Economics Letters
The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
2021 · Katarzyna Budnik, Ivan Dimitrov, et al. · RePEc: Research Papers in Economics
Macroprudential stress test of the euro area banking system JEL Classification: E37, E58, G21, G28
2019 · Katarzyna Budnik, Mirco Balatti Mozzanica, et al. · RePEc: Research Papers in Economics
Works count: 29
Citation count: 192
H-index: 9
I10-index: 7
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