Estrella, Arturo; Park, Sangkyun; Peristiani, Stavros - In: Economic Policy Review (2000) Jul, pp. 33-52
The current review of the 1988 Basel Capital Accord has put the spotlight on the ratios used to assess banks’ capital adequacy. This article examines the effectiveness of three capital ratios—the first based on leverage, the second on gross revenues, and the third on risk-weighted...