Simulation-based stress testing of banks' regulatory capital adequacy
Year of publication: |
2003
|
---|---|
Authors: | Peura, Samu ; Jokivuolle, Esa |
Publisher: |
Helsinki : Bank of Finland |
Subject: | Basel II | Pillar 2 | bank capital | stress tests | procyclicality |
Series: | Bank of Finland Discussion Papers ; 4/2003 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 952-462-035-9 |
Other identifiers: | hdl:10419/211937 [Handle] RePEc:zbw:bofrdp:rdp2003_004 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Simulation-based stress testing of banks’ regulatory capital adequacy
Peura, Samu, (2003)
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Simulation-based stress testing of banks’ regulatory capital adequacy
Peura, Samu, (2004)
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