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Measuring capital adequacy supervisory stress tests in a Basel world
Wall, Larry D., (2013)
The adoption of stress testing : why the Basel capital measures were not enough
Basic indicators of systemic risk in the EU banking sector : implications for banking regulation
Sum, Katarzyna, (2015)
Macro-financial stress testing : principles and practices
Oura, Hiroko, (2020)
A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs
Jobst, Andreas A., (2013)
A framework for macroprudential bank solvency stress testing : application to S-25 and other G-20 country FSAPs