A multiperiod model for estimating the cost of deposit insurance under the Basel III minimum capital requirement-Reference-Cited by-同舟云学术

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A multiperiod model for estimating the cost of deposit insurance under the Basel III minimum capital requirement

Published:2020-01-29 Issue:8 Volume:43 Page:4995-5009
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Meth Appl Sci

Author:

Muller Grant E.¹^ORCID

Affiliation:

1. Department of Mathematics and Applied MathematicsUniversity of the Western Cape Bellville Cape Town South Africa

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.6248

Reference41 articles.

1. Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence

2. Bank capital adequacy regulation under the new Basel Accord

3. Continuous-time stochastic modelling of capital adequacy ratios for banks

4. Optimizing Asset and Capital Adequacy Management in Banking

5. Optimal allocation between bank loans and treasuries with regret

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1. Randomized time‐varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance;Mathematical Methods in the Applied Sciences;2020-09-21

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