The New Basel Accord And The Nature Of Risk: A Game Theoretic Perspective
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DOI: 10.1142/S2010495208500036
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References listed on IDEAS
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- Vega-Redondo,Fernando, 2003. "Economics and the Theory of Games," Cambridge Books, Cambridge University Press, number 9780521772518, October.
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More about this item
Keywords
New basel accord; event risk; behavioral risk; rating; simple game; Nash equilibrium; game theory; A10; A22; C79;All these keywords.
JEL classification:
- A10 - General Economics and Teaching - - General Economics - - - General
- A22 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Undergraduate
- C79 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Other
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