The effect of the new risk-based capital requirements on the market for swaps

Author:

Arak Marcelle

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Reference16 articles.

1. Arak, M., Goodman, L.S., and Rones, A. ?Defining Credit Exposure for Risk Management Products.?Review of Research in Banking and Finance 3 (Winter 1987), 60?72.

2. Avery, Robert B., Belton, T.M., Goldberg, M.A., ?Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets.?Journal of Money, Credit, and Banking (November 1, 1988), vol. 20, n4, p. 597.

3. Baer, Herbert, and Brewer, Elijah. ?Uninsured Deposits as a Source of Market Discipline.?Federal Reserve Bank of Chicago Economic Perspectives (September/October 1986), 23?31.

4. Belton, T.M. ?Credit Risk in Interest Rate Swaps.? Working Paper, Board of Governors of the Federal Reserve System, April 1987.

5. Board of Governors of the Federal Reserve System.Capital Adequacy Guidelines, 12 CFR 208, Appendix A.

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1. Bibliography;Risk Management and Shareholders' Value in Banking;2015-08-21

2. Default risk and derivative products;Applied Mathematical Finance;1996-03

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