Investigating implied asset correlation and capital requirements: Empirical evidence from the Italian banking system

Banks and Bank Systems

Volumn 6, Issue 2, 2011, Pages 116-125

  Curcio, Domenico ^a   Gianfrancesco, Igor ^a   Malinconico, Antonella ^a  

^a NONE   (Italy)

Author keywords

Asset correlation; Banks; Basel II; Regulation; Risk management

Indexed keywords

EID: 84882856521     PISSN: 18167403     EISSN: 19917074     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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