When risk weights increase the risk: some concerns for capital regulation
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References listed on IDEAS
- Con Keating & Hyun Song Shin & Charles Goodhart & Jon Danielsson, 2001. "An Academic Response to Basel II," FMG Special Papers sp130, Financial Markets Group.
More about this item
Keywordsportfolio selection; regulation; Basel II; risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-02-28 (All new papers)
- NEP-REG-2009-02-28 (Regulation)
- NEP-RMG-2009-02-28 (Risk Management)
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