Unintended consequences of the market risk requirement in banking regulation (Q603004): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2010.06.006
@@ Property / DOI: 10.1016/j.jedc.2010.06.006 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2010.06.006
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@@ Property / OpenAlex ID @@
+W3125083841
@@ Property / OpenAlex ID: W3125083841 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
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@@ Property / cites work @@
+Bank capital regulation with random audits.
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+Arbitrage Theory in Continuous Time
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+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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+Q4032143
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+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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+Ruin problems with compounding assets
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+The role of bank capital in the propagation of shocks
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+Firm behaviour under the threat of liquidation
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@@ Property / DOI @@
+.1016/J.JEDC.2010.06.006
@@ Property / DOI: 10.1016/J.JEDC.2010.06.006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:603004