Pausch, Thilo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Credit Risk and the Role of
Capital Adequacy Regulation
Thilo Pausch ∗
University of Augsburg
and
Peter Welzel … capital adequacy regulation
and the effect of changes in risk on deposit and loan rates are analyzed. We
then show that … capital adequacy regulation induces the bank to behave as if
it were risk averse. Finally, we examine risk management with …