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Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks
Busch, Ramona, (2015)
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>, (2020)
Optimal severity of stress test scenarios
Fischer, Johannes, (2024)
Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Kupiec, Paul H., (2002)
Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk
The New Basel Capital Accord : The Devil is in the (Calibration) Details
Kupiec, Paul H., (2001)