Banking's final exam : stress testing and bank-capital reform
Morris Goldstein
Bok Engelsk 2017
Omfang | xix, 382 sider
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Opplysninger | Introduction -- Why didn't the EU-wide stress tests receive a better reaction? -- Operational features and evolution of the US and EU-wide tests -- Criticisms of stress-testing methodology and of the measurement of bank capital -- Criticism of the height of the target capital ratio in stress tests -- Lessons and a plan -- References.
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ISBN | 9780881327052
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