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Leverage and risk weighted capital requirements
Gambacorta, Leonardo; Karmakar, Sudipto - 2016
Persistent link: https://www.econbiz.de/10011571217
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Commercial banking risk management : regulation in the wake of the financial crisis
Tian, Weidong (ed.) - 2017
Persistent link: https://www.econbiz.de/10011571535
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The optimal response of bank capital requirements to credit and risk in a model with financial spillovers
Occhino, Filippo - 2017
Persistent link: https://www.econbiz.de/10011719087
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Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian; Du, Zunwei - In: The journal of risk model validation 10 (2016) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
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Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H. - In: Journal of investment management : JOIM 14 (2016) 2, pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
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Optimal dynamic capital requirements
Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier; … - 2016
Persistent link: https://www.econbiz.de/10011654649
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Revisiting Basel risk weights : cross-sectional risk sensitivity and cyclicality
Baule, Rainer; Tallau, Christian - In: Journal of business economics : JBE 86 (2016) 8, pp. 905-931
Persistent link: https://www.econbiz.de/10011667253
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Market risk modeling framework under Basel
Zhang, Han - In: Commercial banking risk management : regulation in the …, (pp. 35-52). 2017
Persistent link: https://www.econbiz.de/10011606996
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Leverage and risk weighted capital requirements
Gambacorta, Leonardo; Karmakar, Sudipto - 2016
Persistent link: https://www.econbiz.de/10011609737
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Banking regulation with risk of sovereign default
D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2019
Banking regulation routinely designates some assets as safe and thus does not require banks to hold any additional capital to protect against losses from these assets. A typical such safe asset is domestic government debt. There are numerous examples of banking regulation treating domestic...
Persistent link: https://www.econbiz.de/10012058909