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Macroprudential Supervision of Financial Institutions: Lessons from the SCAP · Study

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PreprintMacroprudential Supervision of Financial Institutions: Lessons from the SCAP

Beverly J. Hirtle2009

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Preprintgreen2009

Macroprudential Supervision of Financial Institutions: Lessons from the SCAP

Beverly J. Hirtle · Til Schuermann · Kevin J. Stiroh

113 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Global Financial Regulation and Crises finance, banking, and market dynamics

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References

2006Chapter 4 Forecast Combinations 2009The fundamental principles of financial regulation 2009Restoring Financial Stability 2011CoVaR 2005Towards a Macroprudential Framework for Financial Supervision and Regulation?2006Selection of estimation window in the presence of breaks 2003Towards a Macroprudential Framework for Financial Supervision and Regulation?2007What Can (Macro-) Prudential Policy do to Support Monetary Policy?

Cited by

2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach 2012Stressed Out: Macroprudential Principles for Stress Testing 2010The Information Value of the Stress Test and Bank Opacity 2014Stress scenario selection by empirical likelihood 2015Supervisory Stress Tests 2015Information Management in Banking Crises 2016

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations113

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.1515800

openalex_workW2144568484

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