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credit and interest rate risk, the way it measures bank capital, and the way it creates countercyclical capital buffers …
Persistent link: https://www.econbiz.de/10010209131
The Basel capital adequacy ratios lost credibility with financial markets during the crisis. This paper argues that failure was the result of the reliance of the Basel standards on overstated asset values in reported equity capital. The United States' stress tests were able to assist in...
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Individual loans contain a bundle of risks including credit risk and interest rate risk. This paper focuses on the …
Persistent link: https://www.econbiz.de/10013032684
credit and interest rate risk, the way it measures bank capital, and the way it creates countercyclical capital buffers …
Persistent link: https://www.econbiz.de/10013026153
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