Assessing financial stability : the Capital and Loss Assessment under Stress Scenarios (CLASS) model
Year of publication: |
August 2016
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Authors: | Hirtle, Beverly J. ; Kovner, Anna ; Vickery, James ; Bhanot, Meru |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 69.2016, suppl. 1, p. 35-55
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Subject: | Capital | Bank | Stress testing | Systemic risk | Financial stability | Finanzkrise | Financial crisis | Systemrisiko | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision | Finanzsektor | Financial sector |
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