Regulating Market Risks in Banks: A Comparison of Alternate Regulatory Regimes
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References listed on IDEAS
- Constantinos Stephanou, 1996. "Regulating Market Risk in Banks : The Options," World Bank Other Operational Studies 11602, The World Bank.
- Rochet, Jean-Charles, 1999. "Solvency regulations and the management of banking risks," European Economic Review, Elsevier, vol. 43(4-6), pages 981-990, April.
- Jill Considine, 1998. "Pilot exercise - pre-commitment approach to market risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 131-136.
- Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
- Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999. "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 1-40, December.
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- Abhiman Das & Saibal Ghosh, 2004. "The Relationship Between Risk and Capital: Evidence from Indian Public Sector Banks," Industrial Organization 0410006, EconWPA.
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KeywordsVaR; banking; India; market risk;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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