The Microprudential Stress Testing For Banking System. A Study Case On Algerian Private Bank, Using Accounting Approach
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- Małgorzata Olszak & Iwona Kowalska, 2017. "Macro- and Microprudential Regulations and Their Effects on Procyclicality of Solvency and Liquidity Risk," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Lucjan T. Orlowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 165-180, Springer.
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- Martin v. & Tavolaro S. & Viol S., 2013. "Stress tests sur le système bancaire et les organismes d’assurance en France," Analyse et synthèse 11, Banque de France.
- Jacek Osinski & Katharine Seal & Lex Hoogduin, 2013. "Macroprudential and Microprudential Policies; Toward Cohabitation," IMF Staff Discussion Notes 13/5, International Monetary Fund.
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More about this item
Keywords
microprudential policy; stress test; liquidity risk; solvency. Pages: 34-70;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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