Financial stability and Basel II

DOI10.1007/S10436-006-0059-6MaRDI QIDQ665774zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Basel IIcredit risk capital allocationcredit risk measurement

Mathematics Subject Classification ID

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

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Cites work

• The pricing of options and corporate liabilities

Cited in

(6)

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• The Basel accord and the value of bank differentiation
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• Procyclicality and the new basel accord-banks' choice of loan rating system
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