Integrating stress tests within the Basel III capital framework : a macroprudentially coherent approach
Year of publication: |
September 2017
|
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Authors: | Bologna, Pierluigi ; Segura, Anatoli |
Published in: |
Journal of financial regulation. - Oxford : Oxford Univ. Press, ISSN 2053-4833, ZDB-ID 2822894-7. - Vol. 3.2017, 2, p. 159-186
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Subject: | stress test | capital regulation | macroprudential policy | procyclicality | Basler Akkord | Basel Accord | Stresstest | Stress test | Finanzmarktaufsicht | Financial supervision | Bankenregulierung | Bank regulation | Bankenaufsicht | Banking supervision | Eurozone | Euro area | Großbritannien | United Kingdom | Kreditrisiko | Credit risk | Konjunktur | Business cycle |
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