Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Shih-Cheng Lee; Chien-Ting Lin
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, Shih-cheng ; Lin, Chien-ting |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 4, p. 973-989
|
| Subject: | Basel Accord | Asset correlation | Book-to-market equity | Operating risk | Default probability | Basler Akkord | Kreditrisiko | Credit risk | Korrelation | Correlation | Operationelles Risiko | Operational risk | Theorie | Theory | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009582493