Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks
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Bibliographic InfoPaper provided by Harvard - Institute of Economic Research in its series Harvard Institute of Economic Research Working Papers with number 1718.
Date of creation: 1995
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- Thomas Gehrig, 1996. "Market Structure, Monitoring and Capital Adequacy Regulation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 685-702, December.
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- George G. Kaufman, 1998. "Central banks, asset bubbles, and financial stability," Working Paper Series, Federal Reserve Bank of Chicago WP-98-12, Federal Reserve Bank of Chicago.
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- Brockett, P. L. & Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B., 1997. "Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances," European Journal of Operational Research, Elsevier, Elsevier, vol. 98(2), pages 250-268, April.
- George Sheldon, 1996. "Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 709-734, December.
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