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The New Basel Accord and Questions for Research
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,760 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1999An Introduction to Copulas7,812 cited
  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,574 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 1995The role of capital in financial institutions1,039 cited
  • 2001Testing Density Forecasts, With Applications to Risk Management859 cited
  • 2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices858 cited
  • 1996The prudential regulation of banks857 cited
  • 2000Stability of rating transitions574 cited
  • 2001Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature570 cited
  • 2002How Accurate Are Value‐at‐Risk Models at Commercial Banks?531 cited
  • 1995Prudential Regulation for Banks

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