Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach

Journal of Economics and Business

Volumn 49, Issue 6, 1997, Pages 533-547

  Jacques, Kevin ^a   Nigro, Peter ^a  

^a OFFICE OF THE COMPTROLLER OF THE CURRENCY   (United States)

Author keywords

Capital ratios; Portfolio risk; Risk based capital

Indexed keywords

EID: 0001679735     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(97)00038-6     Document Type: Article

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