On regulatory responses to the recent crisis : an assessment of the Basel market risk framework and the Volcker Rule
Year of publication: |
2015
|
---|---|
Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. ; Yan, Shu |
Published in: |
Financial markets, institutions & instruments. - Boston, Mass. [u.a.] : Wiley-Blackwell, ISSN 0963-8008, ZDB-ID 1122275-X. - Vol. 24.2015, 2/3, p. 87-125
|
Subject: | Basel framework | financial crisis | Volcker Rule | systemic risk | financial stability | tail risk | Bankenaufsicht | Banking supervision | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Theorie | Theory | Bankrisiko | Bank risk | Welt | World | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Finanzmarktregulierung | Financial market regulation | Bankenkrise | Banking crisis | Bankenliquidität | Bank liquidity |
-
Revision of capital buffer framework
Andrae, Silvio, (2024)
-
Taming the Basel leverage cycle
Aymanns, Christoph, (2016)
-
Macroprudential policy : a blessing or a curse?
Popoyan, Lilit, (2016)
- 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)
-
Mean-variance portfolio selection wit "at-risk" constraints and discrete distributions
Alexander, Gordon J., (2007)
- More ...