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Capital requirements and bank behaviour : empirical evidence for Switzerland
Rime, Bertrand - In: Journal of banking & finance 25 (2001) 4, pp. 789-805
Persistent link: https://www.econbiz.de/10001567566
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A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
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Why 'Basel II' may need a leverage ratio restriction
Blüm, Jürg M. - In: Journal of banking & finance 32 (2008) 8, pp. 1699-1707
Persistent link: https://www.econbiz.de/10003749421
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The liquidity coverage ratio and security prices
Fuhrer, Lucas Marc; Müller, Benjamin; Steiner, Luzian - In: Journal of banking & finance 75 (2017), pp. 292-311
Persistent link: https://www.econbiz.de/10011742166
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Combining fair pricing and capital requirements for non-life insurance companies
Gatzert, Nadine; Schmeiser, Hato - In: Journal of banking & finance 32 (2008) 12, pp. 2589-2596
Persistent link: https://www.econbiz.de/10003795802
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Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul; Sestier, Michael; Thomas, Stéphane - In: Journal of banking & finance 73 (2016), pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
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Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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Issues in the credit risk modeling of retail markets
Allen, Linda; DeLong, Gayle L.; Saunders, Anthony - In: Journal of banking & finance 28 (2004) 4, pp. 727-752
Persistent link: https://www.econbiz.de/10001956047
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Backtesting for risk-based regulatory capital
Kerkhof, Franciscus Lambertus Johannes; Melenberg, Bertrand - In: Journal of banking & finance 28 (2004) 8, pp. 1845-1865
Persistent link: https://www.econbiz.de/10002118324