Bank Capital Standards for Market Risk: A Welfare Analysis *
- 1 August 1999
- journal article
- Published by Oxford University Press (OUP) in European Finance Review
- Vol. 2 (2) , 125-157
- https://doi.org/10.1023/a:1009705608627
Abstract
We propose a simple model that is suitable for evaluating alternative bank capital regulatory proposals for market risk. Our model formalizes the conKeywords
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