A Case for Economic Capital as a Pillar 1 Regulatory Tool

Author:

Jacobs Johann1,van Vuuren Gary2

Affiliation:

1. School of Economics; North-West University; 11 Hoffman Street Potchefstroom Gauteng 2531 South Africa

2. School of Economics; North-West University

Publisher

Wiley

Subject

Economics and Econometrics

Reference74 articles.

1. Abreu , J. F. Gulamhussen , M. A. 2010 The relationship between capital requirements and bank behavior: A revision in the light of Basel II http://regulation.upf.edu/dublin-10-papers/7A1.pdf

2. Aggarwal , R. Jacques , K. 1998 Assessing the impact of prompt corrective action on bank capital and risk http://www.ny.frb.org/research/epr/98v04n3/9810agga.pdf

3. Agiwal , S. 2011 Regulatory and economic capital: Measurement and management http://www.math.umn.edu/finmath/seminar/MaterialsY11/slidesY11M11D18agiwal.pdf

4. Al-Darwish , A. Hafeman , M. Impavido , G. Kemp , M. O'Malley , P. 2011 Possible Unintended Consequences of Basel III and Solvency II . http://www.imf.org/external/pubs/ft/wp/2011/wp11187.pdf

5. Examining the relationship between risk and efficiency in European banking;Altunbas;European Financial Management,2007

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