Financial stability and Basel II

DOI10.1007/S10436-006-0059-6zbMATH Open1233.91299OpenAlexW2040125594MaRDI QIDQ665774FDOQ665774

Authors: Paul H. Kupiec 

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-006-0059-6

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zbMATH Keywords

Basel IIcredit risk capital allocationcredit risk measurement

Mathematics Subject Classification ID

Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• The pricing of options and corporate liabilities

Cited In (6)

• Procyclicality and the new basel accord-banks' choice of loan rating system
• Title not available (Why is that?)
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• Financial stability in European banking: The role of common factors
• Basel II -- achievements and challenges
• The Basel accord and the value of bank differentiation

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