Título:

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches

Autores:

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

Revista:

Journal of Banking and Finance

Ano:

2008

Volume:

32

Páginas:

2482-2492

Códigos JEL:

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