Title:

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches

Authors:

Aurea Grane (U Carlos III)
Helena Veiga (U Carlos III)

Journal:

Journal of Banking and Finance

Year:

2008

Volume:

32

Pages:

2482-2492

JEL codes:

G13 - Contingent Pricing; Futures Pricing
G18 - Government Policy and Regulation