Banks’ optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach
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More about this item
KeywordsRisk measurement; capital structure; real options; Basel II;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- 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
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-12-16 (All new papers)
- NEP-BAN-2006-12-16 (Banking)
- NEP-CFN-2006-12-16 (Corporate Finance)
- NEP-REG-2006-12-16 (Regulation)
- NEP-RMG-2006-12-16 (Risk Management)
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