Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Gordon J. Alexander, Alexandre M. Baptista
| Year of publication: |
2006
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|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 53.2006, 7, p. 1631-1660
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| Subject: | Bankenregulierung | Bank regulation | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| 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/10003381921