System-wide and banks' internal stress tests: Regulatory requirements and literature review
Year of publication: |
2021
|
---|---|
Authors: | Pliszka, Kamil |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | literature survey | regulatory expectations | regulatory requirements | stress testing |
Series: | Deutsche Bundesbank Discussion Paper ; 19/2021 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-827-0 |
Other identifiers: | 1760363987 [GVK] hdl:10419/234827 [Handle] RePEc:zbw:bubdps:192021 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure ; G38 - Government Policy and Regulation |
Source: |
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System-wide and banks' internal stress tests : regulatory requirements and literature review
Pliszka, Kamil, (2021)
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Incorporating funding costs in top-down stress tests
Korsgaard, Søren, (2017)
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Incorporating funding costs in top-down stress tests
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