EU Capital Requirements and the Level Playing Field
AbstractThis paper examines the likely impact of Capital Adequacy Directive (CAD) on European Securities markets, focusing in particular on the competitive consequences for institutions engaged in the trading of equity securities.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by University of Southampton - Department of Accounting and Management Science in its series Papers with number 96-111.
Length: 31 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK.
Phone: 44 0173 592537/592555
Fax: 44 0173 593858
Web page: http://www.soton.ac.uk/~econweb/
More information through EDIRC
Find related papers by JEL classification:
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity
- F15 - International Economics - - Trade - - - Economic Integration
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Elroy Dimson & Paul Marsh, 1996.
"Stress Tests of Capital Requirements,"
Center for Financial Institutions Working Papers
96-50, Wharton School Center for Financial Institutions, University of Pennsylvania.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.