A leverage ratio rule for capital adequacy
Year of publication: |
2013
|
---|---|
Authors: | Jarrow, Robert |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 3, p. 973-976
|
Publisher: |
Elsevier |
Subject: | Leverage ratios | Capital adequacy rules | Value-at-risk | Collateral requirements | Haircuts |
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