The impact of risk regulation on price dynamics

Author:

Danı́elsson Jón,Shin Hyun Song,Zigrand Jean-Pierre

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Value-at-risk based risk management: Optimal policies and asset prices;Basak;Review of Financial Studies,2001

2. Basel Committee, 1996. Overview of the amendment to the capital accord to incorporate market risk. Basel Committee on Banking Supervision

3. Do capital adequacy requirements reduce risks in banking;Blum;Journal of Banking and Finance,1999

4. Brady Commission, 1988. Report of the presidential task force on market mechanisms. Technical report, Government Printing Office, Washington, DC

5. Crockett, A., 2000. Marrying the micro- and macro-prudential dimensions of financial stability. The General Manager of the Bank for International Settlements. http://www.bis.org/review/rr000921b.pdf

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