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The effect of the Basel Accord on bank portfolios in Japan
Journal of the Japanese and International Economies
◽
10.1016/j.jjie.2004.02.002
◽
2005
◽
Vol 19
(1)
◽
pp. 24-36
◽
Cited By ~ 38
Author(s):
Heather Montgomery
Keyword(s):
Basel Accord
◽
Bank Portfolios
Download Full-text
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10.2139/ssrn.3290906
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10.1007/s10690-021-09339-3
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Ron P. McIver
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Seong-Min Yoon
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◽
Network Interdependence
◽
Bank Portfolios
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GFC-Robust Risk Management Strategies under the Basel Accord
SSRN Electronic Journal
◽
10.2139/ssrn.1688385
◽
2010
◽
Cited By ~ 7
Author(s):
Michael McAleer
◽
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◽
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"Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
SSRN Electronic Journal
◽
10.2139/ssrn.1445741
◽
2000
◽
Author(s):
Theodore Barnhill
◽
Panagiotis Papapanagiotou
◽
Liliana Schumacher
Keyword(s):
South Africa
◽
Credit Risks
◽
Bank Portfolios
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Procyclicality and the New Basel Accord-Banks' Choice of Loan Rating System
SSRN Electronic Journal
◽
10.2139/ssrn.425782
◽
2003
◽
Cited By ~ 25
Author(s):
Eva Catarineu-Rabell
◽
Patricia Jackson
◽
Dimitrios P. Tsomocos
Keyword(s):
Rating System
◽
Basel Accord
◽
New Basel Accord
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Revision of the Basel Accord: Implications of the Co-Existence Between the Standardized Approach and the Internal Ratings-Based Approach
SSRN Electronic Journal
◽
10.2139/ssrn.271511
◽
2001
◽
Cited By ~ 3
Author(s):
Bertrand Rime
Keyword(s):
Basel Accord
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Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures
Managerial Finance
◽
10.1108/03074351111167956
◽
2011
◽
Vol 37
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◽
pp. 1088-1106
◽
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Chia‐lin Chang
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◽
Risk Management
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Basel Accord
◽
Vix Futures
◽
Management Of Risk
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Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa
SSRN Electronic Journal
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10.2139/ssrn.880882
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2000
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Author(s):
Theodore Barnhill
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Panagiotis Papapanagiotou
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Liliana Schumacher
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Using Credit Ratings for Capital Requirements on Lending to Emerging Market Economies: Possible Impact of a New Basel Accord
SSRN Electronic Journal
◽
10.2139/ssrn.879567
◽
2000
◽
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Brieuc Monfort
◽
Christian Mulder
Keyword(s):
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◽
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◽
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◽
Emerging Market Economies
◽
Basel Accord
◽
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◽
New Basel Accord
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4. Banking: The Road to the Basel Accord
Regulating Capital
◽
10.7591/9780801461842-005
◽
2017
◽
pp. 36-66
Keyword(s):
Basel Accord
◽
The Road
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