McAleer, Michael; Jiménez-Martín, Juan-Ángel; … - Institute of Economic Research, Kyoto University - 2011
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily … using Standard and Poor's 500 Index, with an emphasis on how market risk management practices were encouraged by the Basel … II Accord regulations during the financial crisis. …