An Empirical Study Of Correlation Between Net Assets And Own Funds In The Romanian Banking System During 2001-2008
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- J. Mukuddem-Petersen & M. A. Petersen, 2008. "Optimizing Asset and Capital Adequacy Management in Banking," Journal of Optimization Theory and Applications, Springer, vol. 137(1), pages 205-230, April.
- Arindam Bandyopadhyay & Tasneem Chherawala & Asish Saha, 2007. "Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital," Journal of Risk Finance, Emerald Group Publishing, vol. 8(4), pages 330-348, August.
- John L. Simpson & John Evans, 2005. "Benchmarking and crosschecking international banking economic and regulatory capital," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 13(1), pages 65-79, February.
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More about this item
Keywords
Pearson correlation coeficient; Elements of capital ratio; Required banking capital;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- D63 - Microeconomics - - Welfare Economics - - - Equity, Justice, Inequality, and Other Normative Criteria and Measurement
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