United States: Publication of Financial Sector Assessment Program Documentation: Technical Note on Consolidated Regulation and Supervision
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Cited by:
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011.
"Capital Regulation and Tail Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 123-163, December.
- Mr. Enrico Camillo Perotti & Mr. Lev Ratnovski & Mr. Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," IMF Working Papers 2011/188, International Monetary Fund.
- Perotti, Enrico & Ratnovski, Lev & Vlahu, Razvan, 2011. "Capital Regulation and Tail Risk," CEPR Discussion Papers 8526, C.E.P.R. Discussion Papers.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," Tinbergen Institute Discussion Papers 11-039/2/DSF14, Tinbergen Institute, revised 31 Mar 2011.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- International Monetary Fund, 2013. "European Union: Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks," IMF Staff Country Reports 2013/068, International Monetary Fund.
- Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
- Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
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Keywords
ISCR; CR; company; holding company; Fed umbrella supervision; net capital; group structure; investment bank; Fed oversight; nonfinancial group; holding company level; Commercial banks; Consolidated banking supervision; Systemic risk; Nonbank financial institutions; Europe; Global;All these keywords.
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