Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario* (Q5237855)
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scientific article; zbMATH DE number 7122408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario* |
scientific article; zbMATH DE number 7122408 |
Statements
Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario* (English)
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25 October 2019
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risk-weighted assets
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stress-tests
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fire sales
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market impact
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optimal liquidation
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systemic capital surcharge
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