The New Basel Capital Accord : The Devil Is in the (Calibration) Details /
This paper considers characteristics of the capital requirements proposed in The New Basel Capital Accord (2001). Formal analysis identifies calibration features that could give rise to unintended consequences that may include: concentration of credit risk in institutions that are less well equipped...
| Հիմնական հեղինակ: | |
|---|---|
| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| Շարք: | IMF Working Papers; Working Paper ;
No. 2001/113 |
| Առցանց հասանելիություն: | Full text available on IMF |