Title:

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

Authors:

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

Journal:

Journal of Economic Behavior and Organization

Year:

2013

Volume:

85

Pages:

249-268

JEL codes:

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