Bank regulation and stability: An examination of the Basel market risk framework
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Cited by:
- Gyöngyi Bugár & Anita Ratting, 2016. "Revision of the quantification of market risk in the Basel III regulatory framework," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 33-50.
- Thomas Theobald, 2015.
"Agent-based risk management – a regulatory approach to financial markets,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(5), pages 780-820, October.
- Thomas Theobald, 2012. "Agent-based risk management - A regulatory approach to financial markets," IMK Working Paper 95-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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More about this item
Keywords
Bank regulation; bank stability; Basel framework; crisis; tail risk;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-05-22 (Banking)
- NEP-CBA-2012-05-22 (Central Banking)
- NEP-RMG-2012-05-22 (Risk Management)
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