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Search: subject:"Basel Framework"
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Basel framework
20
Basel Accord
17
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17
Bank regulation
13
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12
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12
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10
Welt
10
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10
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tail risk
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ARCH model
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Bank
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Basel III
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Basel framework for market risk
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Capital requirements
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Alexander, Gordon J.
9
Baptista, Alexandre M.
8
Yan, Shu
8
Zamil, Raihan
3
Dionne, Georges
2
Farkas, Walter
2
Fringuellotti, Fulvia
2
Hassani, Samir Saissi
2
Hohl, Stefan
2
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2
Tunaru, Radu
2
Araujo, Amandine
1
Bapstista, Alexandre M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Naunheim, Florian
1
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1
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1
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1
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1
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1
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1
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International Journal of Financial Studies
1
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1
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1
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1
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1
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ECONIS (ZBW)
18
RePEc
3
EconStor
2
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1
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10
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23
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1
Design features, market practices and loss absorption of AT1 instruments : is there anything to fix?
Serafini, Luca
;
Giovannini, Francesco
-
2024
Persistent link: https://www.econbiz.de/10015178432
Saved in:
2
G-SIB denominators and scores dynamics : a ten-year assessment
Libertucci, Massimo
;
Araujo, Amandine
;
Farkas, Bettina
; …
-
2024
Persistent link: https://www.econbiz.de/10014557869
Saved in:
3
The regulators' dilemma and the global banking regulation : the case of the dual financial systems
Delle Foglie, Andrea
;
Boukrami, Elias
;
Vento, Gianfranco
; …
- In:
Journal of banking regulation
24
(
2023
)
3
,
pp. 249-263
Persistent link: https://www.econbiz.de/10014326950
Saved in:
4
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
5
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
6
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter
;
Fringuellotti, Fulvia
;
Tunaru, Radu
-
2020
Persistent link: https://www.econbiz.de/10012419436
Saved in:
7
Convergence in the prudential regulation of banks : what is missing?
Coelho, Rodrigo
;
Restoy, Fernando
;
Zamil, Raihan
-
2020
Persistent link: https://www.econbiz.de/10012201534
Saved in:
8
Proportionality under Pillar 2 of the
Basel
framework
Duckwitz, Vincent
;
Hohl, Stefan
;
Weissenberg, Katrin
; …
-
2019
Persistent link: https://www.econbiz.de/10012201786
Saved in:
9
The
Basel
framework
in 100 jurisdictions : implementation status and proportionality practices
Hohl, Stefan
;
Sison, Maria Cynthia
;
Stastny, Tomas
; …
-
2018
Persistent link: https://www.econbiz.de/10012202142
Saved in:
10
Regulation of bank proprietary trading post 2007-09 crisis : an examination of the
Basel
framework
and Volcker rule
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013284960
Saved in:
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