A case for economic capital as a Pillar 1 regulatory tool
Year of publication: |
2014
|
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Authors: | Jacobs, Johann ; Van Vuuren, Gary |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 82.2014, 2, p. 290-314
|
Subject: | Capital requirements | regulatory capital | economic capital | risk-sensitivity | banks | Basel | Solvency II | Basler Akkord | Basel Accord | Bankenregulierung | Bank regulation | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Bankenaufsicht | Banking supervision | Kapitalismus | Capitalism | Bankenliquidität | Bank liquidity |
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