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The Basel Committee proposals for a new capital accord: implications for Italian banks
6 references·0 citing·27 second hop
The Basel Committee proposals for a new capital accord: implications for Italian banks (2003)The Basel Committee proposals for a new c…The amendment to the capital accord to incorporate market risk (2013)The amendment to the capital …Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…A risk-factor model foundation for ratings-based bank capital rules (2003)A risk-factor model foundatio…Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001) (2001)Position Paper on the New Bas…Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Testing for Market Discipline…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)On the coherence of expected shortfall (2002)Market discipline, disclosure and moral hazard in banking (2006)Common Failings: How Corporate Defaults Are Correlated (2007)Does Competition Reduce the Risk of Bank Failure? (2010)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2002)Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings (2006)Are Banks Too Big To Fail Or Too Big To Save ? International Evidence From Equity Prices And CDS Spreads (2010)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)The risk management of nothing (2009)Markets: The Credit Rating Agencies (2010)The theory and practice of financial stability (1996)Developing a stress testing framework based on market risk models (2008)Model risk of risk models (2016)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)The invention of operational risk (2005)Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 2013The amendment to the capital accord to incorporate market risk283 cited
  • 2000Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues226 cited

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