Bank capital regulation of trading portfolios : an assessment of the Basel framework
Year of publication: |
June 2017
|
---|---|
Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 49.2017, 4, p. 603-634
|
Subject: | bank capital regulation | trading portfolios | Basel framework | risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Welt | World | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Finanzkrise | Financial crisis |
-
Alexander, Gordon J., (2015)
-
Alexander, Gordon J., (2014)
-
Alexander, Gordon J., (2021)
- More ...
-
Bank regulation and stability: An examination of the Basel market risk framework
Alexander, Gordon J., (2012)
-
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J., (2009)
-
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J., (2010)
- More ...