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Integrating stress tests within the Basel III capital framework : a macroprudentially coherent approach
Bologna, Pierluigi; Segura, Anatoli - In: Journal of financial regulation 3 (2017) 2, pp. 159-186
Persistent link: https://www.econbiz.de/10011739077
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Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic conditions. It also examines the effects of adverse...
Persistent link: https://www.econbiz.de/10012033284
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The impact of earnings management and the economic cycle on stress test results
Labatut Serer, Gregorio; Bustos-Contell, Elisabeth; … - In: Research handbook on financial accounting, (pp. 45-61). 2024
Persistent link: https://www.econbiz.de/10014474901
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Procyclicality of U.S. bank leverage
Laux, Christian; Rauter, Thomas - In: Journal of accounting research 55 (2017) 2, pp. 237-273
Persistent link: https://www.econbiz.de/10011695564
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Prudential banking regulation and monetary policy
Li, Lianfa - 2004
Persistent link: https://www.econbiz.de/10003549632
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The procyclical effects of Basel II
Repullo, Rafael; Suárez, Javier - 2008
Persistent link: https://www.econbiz.de/10003728666
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Bank equity and the monetary transmission mechanism
Sumner, Steven W. - 2003
Persistent link: https://www.econbiz.de/10003089243
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Cyclicality and the Severity of the U.S. Supervisory Stress Test : 2014 to 2018
Berrospide, Jose M.; Malkhozov, Aytek; Sarama, Robert; … - 2020
Persistent link: https://www.econbiz.de/10014105548
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Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests
Oordt, Maarten R. C. van - In: Journal of money, credit and banking : JMCB 55 (2023) 2/3, pp. 465-501
Persistent link: https://www.econbiz.de/10014305980