Integrating stress tests within the Basel III capital framework : a macroprudentially coherent approach
Year of publication: |
September 2017
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Authors: | Bologna, Pierluigi ; Segura, Anatoli |
Published in: |
Journal of financial regulation. - Oxford : Oxford Univ. Press, ISSN 2053-4833, ZDB-ID 2822894-7. - Vol. 3.2017, 2, p. 159-186
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Subject: | stress test | capital regulation | macroprudential policy | procyclicality | Finanzmarktaufsicht | Financial supervision | Stresstest | Stress test | Basler Akkord | Basel Accord | Bankenregulierung | Bank regulation | Großbritannien | United Kingdom | Eurozone | Euro area | Bankenaufsicht | Banking supervision | Systemrisiko | Systemic risk | Bankrisiko | Bank risk |
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