M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress-Reference-Cited by-同舟云学术

M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress

Published:2019-07-08 Issue:7 Volume:51 Page:1923-1961
ISSN:0022-2879
Container-title:Journal of Money, Credit and Banking
language:en
Short-container-title:J of Money Credit Banking

Author:

TENTE NATALIA,WESTERNHAGEN NATALJA VON,SLOPEK ULF

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jmcb.12636

Reference84 articles.

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3. Admati Anat R. Peter M.DeMarzo Martin F.Hellwig andPaulPfleiderer. (2013) “Fallacies Irrelevant Facts and Myths in the Discussion of Capital Regulation: Why Bank Equity is not Socially Expensive.” Preprint No. 23 Max Planck Institute for Research on Collective Goods.

4. Towards a Framework for Quantifying Systemic Stability;Alessandri Piergiorgio;International Journal of Central Banking,2009

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