Simulation based stress tests of banks' regulatory capital adequacy

Journal of Banking and Finance

Volumn 28, Issue 8, 2004, Pages 1801-1824

  Peura, Samu ^a   Jokivuolle, Esa ^b,c  

^a Sampo plc   (Finland)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

^c BANK OF FINLAND   (Finland)

Author keywords

Bank capital; Basel II; Pillar 2; Procyclicality; Stress tests

Indexed keywords

EID: 3042603119     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.05.005     Document Type: Article

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