Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach

Journal of Monetary Economics

Volumn 53, Issue 7, 2006, Pages 1631-1660

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Bank regulation; Portfolio choice; Risk management; VaR

Indexed keywords

EID: 33748926438     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2005.05.013     Document Type: Article

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