Bank regulation and stability: An examination of the Basel market risk framework
Year of publication: |
2012
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Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. ; Yan, Shu |
Institutions: | Deutsche Bundesbank |
Subject: | Bank regulation | bank stability | Basel framework | crisis | tail risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 09/2012 |
Classification: | G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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Bank regulation and stability: An examination of the Basel market risk framework
Alexander, Gordon J., (2012)
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A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J., (2013)
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Alexander, Gordon J., (2014)
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Bank regulation and stability: An examination of the Basel market risk framework
Alexander, Gordon J., (2012)
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Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J., (2009)
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Mean-variance portfolio selection wit "at-risk" constraints and discrete distributions
Alexander, Gordon J., (2007)
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