Título:

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

Autores:

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

Revista:

Journal of Monetary Economics

Ano:

2006

Volume:

53

Páginas:

1631-1660

Códigos JEL:

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