Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS)
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DOI: 10.1016/j.jbankfin.2012.08.021
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More about this item
Keywords
Value-at-risk; Extreme value theory; PIGS; Basel III; Internal models approach; Standardized approach;All these keywords.
JEL classification:
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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