A comparison of the original and revised Basel market risk frameworks for regulating bank capital

Gordon J. Alexander, Alexandre M. Baptista, Shu Yan

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Fingerprint

Dive into the research topics of 'A comparison of the original and revised Basel market risk frameworks for regulating bank capital'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Computer Science