Optimizing Asset and Capital Adequacy Management in Banking

Author:

Mukuddem-Petersen J.,Petersen M. A.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference35 articles.

1. Dangl, J.-P., Lehar, B.: Value-at-risk vs. building block regulation in banking. J. Financ. Intermediation 13, 96–131 (2004)

2. Decamps, J.-P., Rochet, J.-C., Roger, B.: The three pillars of Basel II: optimizing the mix. J. Financ. Intermediation 13, 132–155 (2004)

3. Diamond, D.W., Rajan, R.G.: A theory of bank capital. J. Finance 55, 2431–2465 (2000)

4. Basel Committee on Banking Supervision: International convergence of capital measurement and capital standards. Bank for International Settlements (July 1988). http://www.bis.org/publ/bcbs04A.pdf

5. Basel Committee on Banking Supervision: Amendment to the capital accord to incorporate market risks. no. 24. Bank for International Settlements (January 1996). http://www.bis.org/publ/bcbs04A.pdf

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