A critique of revised Basel II
Year of publication: |
2007
|
---|---|
Authors: | Jarrow, Robert A. |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 32.2007, 1/2, p. 1-16
|
Subject: | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Theorie | Theory |
-
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto, (2013)
-
Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus, (2013)
-
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter, (2020)
- More ...
-
Risk‐neutral pricing techniques and examples
Jarrow, Robert A., (2021)
-
Restructuring Risk in Credit Default Swaps: An Empirical Analysis
Berndt, Antje, (2006)
-
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I., (1991)
- More ...