A Primer on the Evolution and Complexity of Bank Regulatory Capital Standards
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Cited by:
- Sameh Jouida, 2019. "Bank capital structure, capital requirements and SRISK across bank ownership types and financial crisis: panel VAR approach," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 295-325, July.
- Barth, James R. & Miller, Stephen Matteo, 2018.
"Benefits and costs of a higher bank “leverage ratio”,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 37-52.
- Miller, Steph & Barth, James, 2017. "Benefits and Costs of a Higher Bank Leverage Ratio," Working Papers 07847, George Mason University, Mercatus Center.
- Orla McCullagh & Mark Cummins & Sheila Killian, 2023. "Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(3), pages 321-336, September.
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