Title:

Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach

Authors:

Gordon Alexander (U Minnesota)
Alexandre M. Baptista (George Washington U)

Journal:

Journal of Monetary Economics

Year:

2006

Volume:

53

Pages:

1631-1660

JEL codes:

G28 - Government Policy and Regulation
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages