Unintended consequences of the market risk requirement in banking regulation-Reference-Cited by-同舟云学术

Unintended consequences of the market risk requirement in banking regulation

Published:2010-10 Issue:10 Volume:34 Page:2192-2214
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Keppo Jussi,Kofman Leonard,Meng Xu

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference49 articles.

1. Alfon, I., Argimon, I., Bascunana-Ambros, P., 2004. What determines how much capital is held by UK banks and building societies? FSA Occasional Paper Series no 22, www.fsa.gov.uk/pubs/occpapers/op22.pdf

2. Coherent measures of risk;Artzner;Mathematical Finance,1999

3. Bhamra, H.S., Kuehn, L.-A., Strebulaev, I.A., 2008. The aggregate dynamics of capital structure and macroeconomic risk. Forthcoming in Review of Financial Studies 〈http://finance.sauder.ubc.ca/∼bhamra/〉.

4. Bank capital regulation with random audits;Bhattacharya;Journal of Economic Dynamics and Control,2002

5. Basel Committee on Banking Supervision, 1988. International convergence of capital measurement and capital standards. Technical report, Bank for International Settlements.

Cited by 12 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. A Theory of Credit Rating Criteria;Management Science;2024-08-13

2. Dynamic Banking Systemic Risk Accumulation under Multiple-Risk Exposures;Entropy;2022-12-19

3. Post-crisis regulations, market making, and liquidity in over-the-counter markets;Journal of Banking & Finance;2022-01

4. Opaque bank assets and optimal equity capital;Journal of Economic Dynamics and Control;2019-03

5. Hedging parameter risk;Journal of Banking & Finance;2019-03