Pages that link to "Item:Q2057908"
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The following pages link to A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements (Q2057908):
Displaying 10 items.
- How do institutional settings condition the effect of macroprudential policies on bank systemic risk? (Q824006) (← links)
- Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk (Q1621898) (← links)
- The application of macroprudential capital requirements in managing systemic risk (Q1646471) (← links)
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach (Q1752290) (← links)
- Does governance quality enhance the efficacy of macroprudential policy? (Q2036974) (← links)
- Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules (Q2174177) (← links)
- Salience, systemic risk and spectral risk measures as capital requirements (Q2246646) (← links)
- The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk* (Q4555688) (← links)
- An agent-based model for the assessment of LTV caps (Q5139267) (← links)
