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Capital Requirements for Market Risks Based on Inhouse Models - Aspects of Quality Assessment

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  • Martin Hellwig
  • Markus Straub

Abstract

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Suggested Citation

  • Martin Hellwig & Markus Straub, 1996. "Capital Requirements for Market Risks Based on Inhouse Models - Aspects of Quality Assessment," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 755-776, December.
    • Handle: RePEc:ses:arsjes:1996-iv-22
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    File URL: http://www.sjes.ch/papers/1996-IV-22.pdf
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    Cited by:

    1. Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(2), pages 40-46, 07.
    2. repec:zbw:bofrdp:2018_016 is not listed on IDEAS
    3. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
    4. Martin Hellwig, 2009. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," De Economist, Springer, vol. 157(2), pages 129-207, June.
    5. Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(02), pages 40-46, July.
    6. repec:ces:ifodic:v:8:y:2010:i:2:p:14566986 is not listed on IDEAS
    7. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).

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