Conceptual Framework for Examining the Impact of Basel 2.5 on Market Risk Capital (original) (raw)
Related papers
The effect of stressed economic conditions on credit risk in Basel II
South African Journal of Economic and Management Sciences, 2011
Critical Analysis of the New Basel Minimum Capital Requirements for Market Risk
The Potential Effect of the New Basel Operational Risk Capital Requirements
SSRN Electronic Journal, 2004
Revision of the Quantification of Market Risk in the Basel III Regulatory Framework
PSN: Markets & Investment (Topic), 2016
Overview of the Basel Capital Adequacy Framework
International Journal of Finance and Banking Research, 2016
Journal of Social Sciences COES&RJ-JSS
The Basel Capital Adequacy and Regulatory Framework: Balancing Risk Sensitivity, Simplicity and Comparability, 2014
Inside the Labyrinth of Basel Risk-Weighted Assets: How Not to Get Lost
SSRN Electronic Journal, 2012
Recent Issues in the Implementation of the New Basel Minimum Capital Requirements for Market Risk
Emerging Science Journal, 2018
Journal of Business
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Juan-angel Jimenez-martin, Michael McAleer
SSRN Electronic Journal, 2000
Basel Committee on Banking Supervision
Encyclopedia of Business in Today's World, 2009
The New Basel Capital Adequacy Framework
Economic Notes, 2001
2013
The Capital Requirements For Financial Institutions In The Context Of Basel Ii
Annales Universitatis …, 2009
Operational Risk under the Basel II Capital Adequacy Framework
Value-at-Risk models and Basel capital charges
Journal of Financial Stability, 2012
An Alternative Model to Basel Regulation
SSRN Electronic Journal, 2013
Capital charges under Basel II: corporate credit risk modelling and the macro economy
Working Paper Series, 2002
Basel II and regulatory arbitrage. Evidence from financial crises
Journal of Empirical Finance, 2016
The Basel II Accord on Measuring and Managing a Bank's Risks
2007
The New Basel Accord: Some Potential Implications of the New Standards for Credit Risk
Social Science Research Network, 2001
The Usefulness of Regulatory Capital for Investors’ Judgments in the Basel 3 Framework
International Journal of Business and Management, 2018
Capital Adequacy and Banking Risk in Basel III
It pays to violate: how effective are the Basel accord penalties in encouraging risk management?
Accounting & Finance, 2012
Basel’s Forgotten Pillar: The Myth of Market Discipline on the Forefront of Basel III
e-Finanse, 2015
Sveriges Riksbank Economic …, 2002
The Annals of the, 2009
Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?
SSRN Electronic Journal, 2017
Market risk management in a post-Basel II regulatory environment
European Journal of Operational Research, 2016
The New Basel Accord and Credit Risk Management
2010