A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II

Abstract This paper deals with a Markov process used for stochastic modeling of the international banking supervision related to the Basel's accords. A quality index reflecting the performance of a bank is proposed, which is based on the asymptotic behavior of the Markov process.

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Year of publication:	2007
Authors:	Sapountzoglou, Gerassimos
Published in:	Stochastics and Quality Control. - Walter de Gruyter GmbH & Co. KG, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 22.2007, 2, p. 191-195
Publisher:	Walter de Gruyter GmbH & Co. KG
Subject:	Quality index \| Markov process \| International Banking Supervision \| Bank Capital Adequacy

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Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	English
Other identifiers:	10.1515/EQC.2007.191 [DOI]
Source:	Other ZBW resources

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