A comparison of the original and revised Basel market risk frameworks for regulating bank capital

Journal of Economic Behavior and Organization

Volumn 85, Issue 1, 2013, Pages 249-268

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b   Yan, Shu ^c  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

^c UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Bank regulation; Basel framework; Risk management; Tail risk

Indexed keywords

EID: 84871993891     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2012.04.007     Document Type: Article

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