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Journal of Banking and Finance
Volumn 26, Issue 2-3, 2002, Pages 223-242
Measuring off-balance-sheet leverage
Author keywords

Capital adequacy; Derivatives; Hedge funds; Highly leveraged institutions; Risk
Indexed keywords

EID: 0036155599     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00220-5     Document Type: Article
Times cited : (13)
References (11)
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  • 2
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    • Basel capital accord: Treatment of potential exposure for off-balance-sheet items
    • Basel Committee on Banking Supervision, Bank for International Settlements. Basel, April
    • (1995)
  • 3
    • 0003484708 scopus 로고    scopus 로고
    • Amendment to the capital accord to incorporate market risks
    • Basel Committee on Banking Supervision, Bank for International Settlements. Basel, January
    • (1996)
  • 4
    • 0008015018 scopus 로고    scopus 로고
    • Banks' interactions with highly leveraged institutions
    • Basel Committee on Banking Supervision, Bank for International Settlements. Basel, January
    • (1999)
  • 5
    • 0004034071 scopus 로고    scopus 로고
    • A new capital adequacy framework
    • Basel Committee on Banking Supervision, Bank for International Settlements. Basel, June
    • (1999)
  • 6
    • 84881854430 scopus 로고    scopus 로고
    • Measuring off-balance-sheet leverage, IMF working paper 00/202
    • International Monetary Fund. Washington, December
    • (2000)
    • Breuer, P.1
  • 7
    • 0008064398 scopus 로고    scopus 로고
    • Improving counterparty risk management practices
    • Counterparty Risk Management Policy Group, New York, June
    • (1999)
  • 8
    • 0003727343 scopus 로고    scopus 로고
    • International capital markets
    • International Monetary Fund, Washington, September
    • (1999)
  • 9
    • 0003582263 scopus 로고    scopus 로고
    • Capital requirements and bank behaviour: The impact of the basel accord, Working paper no. 1
    • Basel Committee on Banking Supervision. Basel, April
    • (1999)
    • Jackson, P.1
  • 10
    • 0008059150 scopus 로고    scopus 로고
    • OCC bank derivatives report
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    • (1996)
  • 11
    • 0004103584 scopus 로고    scopus 로고
    • Hedge funds, leverage, and the lessons of long-term capital management
    • United States, President's Working Group on Financial Markets, Washington, April
    • (1999)

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.