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Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, InĂªs, (2013)
Expected shortfall or median shortfall
Kou, Steven, (2014)
Regulation and contagion of banks
Lengwiler, Yvan, (2015)
Value optimisation in a regulatory constrained regime : a new look at risk vs return optimisation
Miu, Peter, (2011)
Determining hurdle rate and capital allocation in credit portfolio management
Miu, Peter, (2016)
Can Basel III Work? Examining the New Capital Stability Rules by the Basel Committee : A Theoretical and Empirical Study of Capital Buffers
Miu, Peter, (2010)