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  • Search: subject:"Microprudential Capital Requirements"
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Year of publication
Subject
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Hierarchical Archimedean Copula 2 Microprudential Capital Requirements 2 O-SII Buffer 2 Stress Testing 2 Systemic Credit Risk 2 Systemic Risk Buffer 2 Tail Risk 2 Bank liquidity 1 Bank risk 1 Bankenaufsicht 1 Bankenliquidität 1 Banking supervision 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Capital requirements 1 Credit risk 1 Financial crisis 1 Financial market regulation 1 Financial supervision 1 Finanzkrise 1 Finanzmarktaufsicht 1 Finanzmarktregulierung 1 Kapitalbedarf 1 Kreditrisiko 1 Multivariate Verteilung 1 Multivariate distribution 1 Risikomanagement 1 Risk management 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Tente, Natalia 2 Slopek, Ulf 1 Slopek, Ulf Dieter 1 Westernhagen, Natalja von 1 von Westernhagen, Natalja 1
Published in...
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Bundesbank Discussion Paper 1 Discussion paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements
Tente, Natalia; von Westernhagen, Natalja; Slopek, Ulf - 2017
adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and …
Persistent link: https://www.econbiz.de/10011664818
Saved in:
Cover Image
M-PRESS-CreditRisk : a holistic micro- and macroprudential approach to capital requirements
Tente, Natalia; Westernhagen, Natalja von; Slopek, Ulf … - 2017
adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and …
Persistent link: https://www.econbiz.de/10011663208
Saved in:
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