Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing

Author:

SCHUERMANN TIL

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference47 articles.

1. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights;Acharya V.;Carnegie‐Rochester Public Policy Conference Volume of the Journal of Monetary Economics,2014

2. Bank of England. (2015) “The Bank of England's Approach to Stress Testing the UK Banking System.” Available athttp://www.bankofengland.co.uk/financialstability/Documents/stresstesting/2015/approach.pdf.

3. How Do Large Banking Organizations Manage Their Capital Ratios?

4. BIS. (1988) “Internal Convergence of Capital Measurement and Capital Standards.” Available athttp://www.bis.org/publ/bcbs04A.pdf.

5. BIS. (1996) “Amendment to the Capital Accord to Incorporate Market Risks (No. 24).” Available athttps://www.bis.org/publ/bcbs24.htm

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