Limits of stress-test based bank regulation
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More about this item
Keywords
capital regulation; stress-tests; information asymmetry; adverse incentives; disclosure policy; Covid-19;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-07-12 (Banking)
- NEP-CBA-2021-07-12 (Central Banking)
- NEP-RMG-2021-07-12 (Risk Management)
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