Simulation-Based Stress Testing of Banks' Regulatory Capital Adequacy

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Central Banking, Financial Risk, Financial Regulation +16

A comparative anatomy of credit risk models

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Financial Risk Management, Credit Risk Models, Risk Management +6

Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions

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Stability of ratings transitions

Pamela Nickell, William Perraudin, Simone Varotto · RePEc: Research Papers in Economics · 2001 · 103 citations

Engineering, Financial Risk Management, Risk Metric +18

A guide to choosing absolute bank capital requirements

Mark Carey · Journal of Banking & Finance · 2002 · 83 citations

Capital Structure, Finance, Central Banking +1