From stress testing to systemic stress testing : The importance of macroprudential regulation
Year of publication: |
2021
|
---|---|
Authors: | Vodenska, Irena ; Aoyama, Hideaki ; Becker, Alexander P. ; Fujiwara, Yoshi ; Iyetomi, Hiroshi ; Lungu, Eliza |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-25
|
Subject: | Bank network | Portfolio overlap | Basel III | Macroprudential regulation | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Systemrisiko | Systemic risk | Stresstest | Stress test | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation |
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