Measuring capital adequacy supervisory stress tests in a Basel world
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- Wall, Larry, 2014. "Measuring capital adequacy: supervisory stress-tests in a Basel world," Journal of Financial Perspectives, EY Global FS Institute, vol. 2(1), pages 85-94.
References listed on IDEAS
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Cited by:
- Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
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More about this item
Keywords
capital adequacy; Basel capital ratios; stress tests;All these keywords.
JEL classification:
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2014-01-17 (Accounting and Auditing)
- NEP-BAN-2014-01-17 (Banking)
- NEP-CBA-2014-01-17 (Central Banking)
- NEP-RMG-2014-01-17 (Risk Management)
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