Robust Capital Requirements with Model Risk

E-ISSN： 1468-0300|44|1|1-28

ISSN： 0391-5026

Source： ECONOMIC NOTES, Vol.44, Iss.1, 2015-02, pp. : 1-28

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly

By Baker Malcolm Wurgler Jeffrey

The American Economic Review, Vol. 105, Iss. 5, 2015-05 ,pp. : 315-320

American Economic Association

Access to resources Recommend Favorite

The effect of risk-based capital requirements on profit efficiency in banking

By Färe Rolf Grosskopf Shawna Weber William L.

Applied Economics, Vol. 36, Iss. 15, 2004-01 ,pp. : 1731-1743

Routledge Ltd

Access to resources Recommend Favorite

Crises and Capital Requirements in Banking

By Morrison Alan D. White Lucy

The American Economic Review, Vol. 95, Iss. 5, 2005-12 ,pp. : 1548-1572

American Economic Association

Access to resources Recommend Favorite

Risk-based capital requirements and their impact upon the banking industry: Basel II and CAD III

By Lastra Rosa Maria

Journal of Financial Regulation and Compliance, Vol. 12, Iss. 3, 2004-09 ,pp. : 225-239

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Occupy risk weighting: how the minimum leverage ratio dominates capital requirements: A Swiss example

By Kellermann Kersten Schlag Carsten

Journal of Financial Regulation and Compliance, Vol. 21, Iss. 4, 2013-11 ,pp. : 353-372

Emerald Group Publishing Ltd

Access to resources Recommend Favorite