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In Deutschland wird die Aufsicht über die Banken arbeitsteilig von der Bundesanstalt für Finanzdienstleistungsaufsicht … the Deutsche Bundesbank (Germany's central bank). How the banks are to be monitored is determined primarily by legislation … an analysis of any such weak points. The report studies in detail how the bank supervisors, firstly, did too little to …
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We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
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In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that … regarding the treatment of tail risk. -- Bank regulation ; bank stability ; Basel framework ; crisis ; tail risk …
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