-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … estimated amount of capital and account for it in their pricing. …

liability side. The endogenously determined asset portfolio and capital structure interact to support credit extension, as well … joint implementation of a capital and a liquidity regulation …

This paper argues that a uniform application of the Basle capital adequacy norms to both conventional and Islamic … compute capital adequacy measures for Islamic financial institutions …

capital, which is highly correlated with market valuation and bears no consistent relation to measures of productivity … dispersion. Reallocation of unbundled capital, on the contrary, is countercyclical and highly correlated with dispersion in … of investment featuring two distinct used-capital markets and a sentiment component. In equilibrium, unbundled capital is …