Risk-based capital adequacy standards for a sample of 43 major banks
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 13 (1989)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/jbf
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- Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
- Gjerde, Oystein & Semmen, Kristian, 1995. "Risk-based capital requirements and bank portfolio risk," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1159-1173, October.
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- Mark Levonian & Sarah Kendall, 1992. "A Contingent Claim Analysis of Risk-based Capital Standards for Banks," RBA Research Discussion Papers rdp9210, Reserve Bank of Australia.
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- Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September.
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- Patricia Jackson & William Perraudin & Victoria Saporta, 2002.
"Regulatory and 'economic' solvency standards for internationally active banks,"
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- Jackson, Patricia & Perraudin, William & Saporta, Victoria, 2002. "Regulatory and "economic" solvency standards for internationally active banks," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 953-976, May.
- Yu, Min-Teh, 1996. "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, vol. 7(2), pages 239-252.
- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, vol. 3(1), pages 73-89, April.
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