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Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2012-11KIER Discussion Paper832
Available onlineOther Libraries in Japan
  • Subject Heading...ent strategies Basel Accord global financial crisis

Risk Modelling and Management: An Overview

Risk Modelling and Management: An Overview
Digital文書・図像類
Chang, Chia-Lin, Allen, David E., McAleer, Michael, Perez Amaral, TeodosioInstitute of Economic Research, Kyoto University2013-07KIER Discussion Paper872
Available onlineOther Libraries in Japan
  • Summary, etc....risk under the Basel Accord: A Bayesian ap......ment under the Basel Accord using extreme value methodolo...
  • Subject HeadingCurrency hedging strategies Basel Accord risk management forecasting V...

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Casarin, Roberto, Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper784
Available onlineOther Libraries in Japan
  • Subject Heading...isk management Basel Accord VIX futures Bayesian strategy...

It Pays to Violate: How Effective are the Basel Accord Penalties?

It Pays to Violate: How Effective are the Basel Accord Penalties?
Paper文書・図像類
da, Veiga Bernardo, Chan, Felix, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-683
Other Libraries in Japan
  • Subject Heading...ng simulations Basel Accord penalties JEL Classifications...

The Effect of the Basel Accord on Bank Lending in Japan

The Effect of the Basel Accord on Bank Lending in Japan
Digital文書・図像類
Montgomery, HeatherInstitute of Economic Research, Hitotsubashi University2001-09
Available onlineOther Libraries in Japan
  • Summary, etc....under the 1988 Basel Accord caused Japanes...... that the 1988 Basel Accord regulation req......signing of the Basel Accord in 1988, but then later switc...
  • Subject HeadingJapanese Banks Capital Adequacy Basel Accord Credit Crunch

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