Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach-Reference-Cited by-同舟云学术

Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach

Published:2006-10 Issue:7 Volume:53 Page:1631-1660
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Alexander Gordon J.,Baptista Alexandre M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference51 articles.

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5. Basle Committee on Banking Supervision, 1988. International convergence of capital measurement and capital standards. Available online at http://www.bis.org/publ/bcbs04A.pdf.

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