Tailoring Bank Capital Regulation for Tail Risk
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More about this item
Keywords
recapitalization; incentive compensation; moral hazard; capital requirements; tail risk;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-03-16 (Banking)
- NEP-CBA-2013-03-16 (Central Banking)
- NEP-CTA-2013-03-16 (Contract Theory and Applications)
- NEP-RMG-2013-03-16 (Risk Management)
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