Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Year of publication: |
2009
|
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Authors: | McAleer, Michael ; Jimenez-Martin, Juan-Angel ; Pérez-Amaral, Teodosio |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Basler Akkord | Unternehmenspublizität | Bankenliquidität | Risikomaß | Risikomanagement | Finanzkrise | Value-at-Risk (VaR) | daily capital charges | exogenous and endogenous violations | violation penalties | optimizing strategy | risk forecasts | aggressive or conservative risk management strategies | Basel II Accord | financial crisis |
Series: | Tinbergen Institute Discussion Paper ; 09-039/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 838754694 [GVK] hdl:10419/87071 [Handle] RePEc:dgr:uvatin:20090039 [RePEc] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications ; C22 - Time-Series Models |
Source: |
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