The adoption of stress testing: why the Basel capital measures were not enough
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- Larry D Wall, 2014. "The adoption of stress testing: Why the Basel capital measures were not enough," Journal of Banking Regulation, Palgrave Macmillan, vol. 15(3-4), pages 266-276, September.
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- Pierluigi Bologna & Anatoli Segura, 2016. "Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach," Questioni di Economia e Finanza (Occasional Papers) 360, Bank of Italy, Economic Research and International Relations Area.
- Bertrand Candelon & Amadou N Sy, 2015. "How Did Markets React to Stress Tests?," IMF Working Papers 15/75, International Monetary Fund.
- 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.
- Wall, Larry D., 2013. "Measuring capital adequacy supervisory stress tests in a Basel world," FRB Atlanta Working Paper 2013-15, Federal Reserve Bank of Atlanta.
More about this item
KeywordsBasel capital ratios; stress test; financial crisis;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-01-10 (All new papers)
- NEP-FMK-2014-01-10 (Financial Markets)
- NEP-RMG-2014-01-10 (Risk Management)
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