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Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
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Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian; Heam, J.-C. - 2013
Persistent link: https://www.econbiz.de/10010342724
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Liquidity risk : measurement and control
Blahová, Naďa - In: European financial and accounting journal : EFAJ 7 (2012) 1, pp. 41-61
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges...
Persistent link: https://www.econbiz.de/10011460084
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Risikomanagement globaler Finanzmärkte : Herausforderungen und Initiativen im Kontext der Bankenregulierung
Strulik, Torsten - 2000
Persistent link: https://www.econbiz.de/10001506442
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Innovationsprozesse im Bankensektor
Teegen-Limper, Kirsten - 1991
Persistent link: https://www.econbiz.de/10013387037
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Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian; Monfort, Alain - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
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Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of monetary economics 53 (2006) 7, pp. 1631-1660
Persistent link: https://www.econbiz.de/10003381921
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Systemic risk in financial risk regulation
Cipra, Tomáš; Hendrych, Radek - In: Finance a úvěr 67 (2017) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
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Risk Management and Regulation
Adrian, Tobias - 2018
Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management …
Persistent link: https://www.econbiz.de/10014408255