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~person:"Leventides, John"
~person:"Segura, Anatoli"
~subject:"Bank regulation"
~subject:"Basel Accord"
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Integrating Stress Tests within the Basel III Capital Framework : A Macroprudentially Coherent Approach
Bologna, Pierluigi
-
2017
supplement the risk-based capital framework of Basel III and how this could be codified with a
stress
test
buffer. We then argue …
Persistent link: https://www.econbiz.de/10012962999
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Integrating stress tests within the Basel III capital framework : a macroprudentially coherent approach
Bologna, Pierluigi
;
Segura, Anatoli
-
2016
Persistent link: https://www.econbiz.de/10011845722
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