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Macro-Model-Based Stress Testing of Basel II Capital Requirements
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References

  • 2008How Do Large Banking Organizations Manage Their Capital Ratios?531 cited
  • 1998Portfolio Credit Risk362 cited
  • 2007The cyclical effects of the Basel II capital requirements165 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2007The Procyclical Effects of Basel II126 cited
  • 2003Simulation based stress tests of banks' regulatory capital adequacy106 cited
  • 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
  • 2008Market Power and Merger Simulation in Retail Banking59 cited
  • 2008Evaluating Innovation Policy: A Structural Treatment Effect Model of R&D Subsidies56 cited
  • 2008One Money, Several Cycles? Evaluation of European Business Cycles using Model-Based Cluster Analysis49 cited
  • 2009Consumer Awareness and the Use of Payment Media: Evidence from Young Finnish Consumers44 cited
  • 2008Efficiency and Costs of Payments: Some New Evidence from Finland42 cited
  • 2017Simulation-Based Stress Testing of Banks' Regulatory Capital Adequacy35 cited
  • 2008Regulatory Choices in Global Financial Markets: Restoring the Role of Aggregate Utility in the Shaping of Market Supervision32 cited
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Estimating open economy Phillips curves for the euro area with directly measured expectations
31 cited
  • 2008Along But Beyond Mean-Variance: Utility Maximization in a Semimartingale Model31 cited
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