Simulation based stress tests of banks' regulatory capital adequacy
Year of publication: |
2004
|
---|---|
Authors: | Peura, Samu ; Jokivuolle, Esa |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 28.2004, 8, p. 1801-1824
|
Saved in:
Saved in favorites
Similar items by person
-
A model for estimating recovery rates and collateral haircuts for bank loans
Jokivuolle, Esa, (2000)
-
A value-at-risk approach to banks' capital buffers: An application to the new Basel Accord
Jokivuolle, Esa, (2001)
-
Simulation-based stress testing of banks' regulatory capital adequacy
Peura, Samu, (2003)
- More ...