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Macroprudential Supervision of Financial Institutions: Lessons from the SCAP
8 references·16 citing·52 second hop
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this work references cited by second hop

References

  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2009Restoring Financial Stability720 cited
  • 2011CoVaR546 cited
  • 2005Towards a Macroprudential Framework for Financial Supervision and Regulation?536 cited
  • 2006Selection of estimation window in the presence of breaks473 cited
  • 2003Towards a Macroprudential Framework for Financial Supervision and Regulation?358 cited
  • 2007What Can (Macro-) Prudential Policy do to Support Monetary Policy?232 cited

Cited by

  • 2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach101 cited
  • 2012Stressed Out: Macroprudential Principles for Stress Testing80 cited
  • 2010The Information Value of the Stress Test and Bank Opacity77 cited
  • 2014Stress scenario selection by empirical likelihood67 cited
  • 2015Supervisory Stress Tests65 cited
  • 2015Information Management in Banking Crises59 cited
  • 2016Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests54 cited
  • 2011

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Systemic Risk Contributions
45 cited
  • 2013Dealing with the Challenges of Macro Financial Linkages in Emerging Markets44 cited
  • 2020Do stress tests affect bank liquidity creation?43 cited
  • 2012The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets42 cited
  • 2015Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir42 cited
  • 2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights40 cited
  • 2012Stress Scenario Selection by Empirical Likelihood39 cited
  • 2012Capital Market Consequences of EU Bank Stress Tests35 cited
  • 2012Enhanced Stress Testing and Financial Stability30 cited