2008•SSRN Electronic JournalOpen access

Macro-Model-Based Stress Testing of Basel II Capital Requirements

Esa Jokivuolle, Kimmo Virolainen, Oskari Vähämaa

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Key concepts: Capital requirement, Stress testing (software), Basel II, Risk-weighted asset, Risk-adjusted return on capital, Capital adequacy ratio, Basel III, Capital (architecture)

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