Asset correlation and bank capital regulation : a macroprudential perspective
Year of publication: |
2019
|
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Authors: | Suh, Sangwon |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 62.2019, p. 355-378
|
Subject: | Asset correlation | Basel III | Optimal capital regulation | Systemic risk | Too many to fail | Basler Akkord | Basel Accord | Theorie | Theory | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Korrelation | Correlation | Systemrisiko | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Welt | World |
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