The evolution of the Pillar 2 framework for banks: some thoughts after the financial crisis
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- Vincenzo Russo & Valentina Lagasio & Marina Brogi & Frank J. Fabozzi, 2020. "Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules," Annals of Finance, Springer, vol. 16(1), pages 141-157, March.
- Khalil Ullah Mohammad & Mohsin Raza Khan, 2021. "Bank Capital Structure Dynamics and Covid-19: Evidence from South Asia," iRASD Journal of Economics, International Research Association for Sustainable Development (iRASD), vol. 3(3), pages 293-304, December.
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KeywordsPillar 2; SREP; Single Supervisory Mechanism; Basel; Stress Test; ICAAP;
All these keywords.
- 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
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