Título:

A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital

Autores:

Shu Yan (U South Carolina)
Alexandre M. Baptista (George Washington U)
Gordon Alexander (U Minnesota)

Revista:

Journal of Economic Behavior and Organization

Ano:

2013

Volume:

85

Páginas:

249-268

Códigos JEL:

G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G28 - Government Policy and Regulation
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure