A Value-at-Risk Approach to Banks' Capital Buffers: An Application to the New Basel Accord.
Year of publication: |
2001
|
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Authors: | Jokivuolle, E. ; Peura, S. |
Subject: | CAPITAL | CREDIT | RISK | BANKS |
Type of publication: | Book / Working Paper |
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Notes: | 22 pages |
Classification: | E51 - Money Supply; Credit; Money Multipliers ; G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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