1. 1. BCBS, Guidance on accounting for expected credit losses, 2015.
2. 2. Engle, R.; Granger, C. Co-integration and error correction. Econometrica, 55(2), 1987.
3. 3. EBA, Final Report - Guidelines on ICAAP and ILAAP information collected for SREP purposes, 2016.
4. 4. EBA, 2018 EU-Wide Stress Test - Draft methodological note, 2017.
5. 5. European Parliament, Regulation no. 575/2013, 2013.