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Bank capital regulation for market risks
Kupiec, Paul H.
;
O'Brien, James M.
-
1996
Persistent link: https://www.econbiz.de/10000951111
Saved in:
2
The pre-commitment approach : using incentives to set market risk capital requirements
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000962037
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3
Bank equity values, bank risk, and the implied market value of banks' assets, liabilities and deposit insurance
Kuester, Kathleen A.
;
O'Brien, James M.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000918916
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4
Market-based, risk-adjusted examination schedules for depository institutions
King, Kathleen K.
Persistent link: https://www.econbiz.de/10001278298
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5
The limitations of market value accounting and a more realistic alternative
Berger, Allen N.
Persistent link: https://www.econbiz.de/10001278307
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6
Deposit insurance, bank incentives, and the design of regulatory policy
Kupiec, Paul H.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 201-211
Persistent link: https://www.econbiz.de/10001338720
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7
Thrift stock returns and portfolio interest rate sensitivity
Lumpkin, Stephen A.
- In:
Journal of monetary economics
39
(
1997
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10001224474
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8
Recent developments in bank capital regulation of market risks
Kupiec, Paul H.
-
1995
Persistent link: https://www.econbiz.de/10000927285
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9
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
10
An evaluation of bank VAR measures for market risk during and before the financial crisis
O'Brien, James M.
;
Szerszen, Pawel J.
-
2014
Persistent link: https://www.econbiz.de/10010433498
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