Market Risk-Based Capital Requirements, Trading Activity, and Bank Risk-Reference-Cited by-同舟云学术

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Market Risk-Based Capital Requirements, Trading Activity, and Bank Risk

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Holod Dmytro,Kitsul Yuriy,Torna Gokhan

Publisher

Elsevier BV

Reference40 articles.

1. The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model;R Aggarwal;Journal of Banking & Finance,2001

2. Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books;G J Alexander;Journal of International Money and Finance,2014

3. Value-at-risk-based risk management: optimal policies and asset prices;S Basak;Review of Financial studies,2001

4. Did risk-based capital allocate bank credit and cause a "credit crunch" in the United States?;A N Berger;Journal of Money, credit and Banking,1994

5. How accurate are value-at-risk models at commercial banks;J Berkowitz;The journal of finance,2002

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Does Bank Diversification Affect Funding Cost? Evidence from the US Banks;Asian Academy of Management Journal of Accounting and Finance;2020-08-14

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