Stochastic behaviour of risk-weighted bank assets under the Basel II capital accord-Reference-Cited by-同舟云学术

Stochastic behaviour of risk-weighted bank assets under the Basel II capital accord

Published:2005-05 Issue:3 Volume:1 Page:133-138
ISSN:1744-6546
Container-title:Applied Financial Economics Letters
language:en
Short-container-title:Applied Financial Economics Letters

Author:

Petersen * M. A.,Mukuddem-Petersen Janine

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/17446540500101978

Reference3 articles.

1. Basel Committee on Banking Supervision 1996 Amendment to the Capital Accord to Incorporate Market Risks (No. 24), Bank for International Settlements, January.

2. Basel Committee on Banking Supervision 2001 Working Paper on the Regulatory Treatment of Operational Risk Bank for International Settlements, September.

3. Basel Committee on Banking Supervision 2004 International Convergence of Capital Measurement and Capital Standards; A Revised Framework Bank for International Settlements, June.

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