Basel's value-at-risk capital requirement regulation: An efficiency analysis

Journal of Banking and Finance

Volumn 31, Issue 6, 2007, Pages 1887-1906

  Kaplanski, Guy ^a   Levy, Haim ^b  

^a BAR ILAN UNIVERSITY   (Israel)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Basel's regulations; Capital requirement regulations; Value at risk

Indexed keywords

EID: 34248137969     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.02.007     Document Type: Article

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