Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests
Maarten R.C. Van Oordt
| Year of publication: |
2023
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|---|---|
| Authors: | Oordt, Maarten R. C. van |
| Published in: |
Journal of money, credit and banking : JMCB. - Oxford : Wiley-Blackwell, ISSN 1538-4616, ZDB-ID 2010422-4. - Vol. 55.2023, 2/3, p. 465-501
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| Subject: | capital requirements | CCyB | exposure CoVaR | financial stability | marginal expected shortfall | stress test | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Stresstest | Stress test | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Kapitalbedarf | Capital requirements | Eigenkapital | Equity capital | Finanzmarktaufsicht | Financial supervision | Bankenregulierung | Bank regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.12942 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305980