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Evaluating the Basle Guidelines for Backtesting Banks Internal Risk Management Models.. (2001). Lucas, Andre.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:33:y:2001:i:3:p:826-46.

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  1. The Fundamental Review of the Trading Book: Implications for Portfolio and Risk Management in the Banking Sector. (2023). Cummins, Mark ; McCullagh, Orla ; Killian, Sheila.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1785-1816.

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  2. Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028.

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  3. Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule. (2021). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon J.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001418.

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  4. Strategic Selection of Risk Models and Bank Capital Regulation. (2019). Colliard, Jean-Edouard.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:6:p:2591-2606.

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  5. Market risk disclosures and corporate governance structure: Evidence from GCC financial firms. (2019). Taylor, Grantley ; Hussain, Syed Mujahid ; Al-Yahyaee, Khamis Hamed ; Al-Hadi, Ahmed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:136-150.

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  6. Demand for credit, international financial legitimacy, and vulnerability to crises: Regulatory change and the social origins of Icelands collapse. (2017). Larson, Erik.
    In: Regulation & Governance.
    RePEc:wly:reggov:v:11:y:2017:i:2:p:185-202.

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  7. Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework. (2017). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:4:p:603-634.

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  8. Revision of the quantification of market risk in the Basel III regulatory framework. (2016). Bugar, Gyongyi ; Ratting, Anita .
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:15:y:2016:i:1:p:33-50.

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  9. Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books. (2014). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130.

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  10. A comparison of the original and revised Basel market risk frameworks for regulating bank capital. (2013). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:249-268.

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  11. Bank regulation and stability: An examination of the Basel market risk framework. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Discussion Papers.
    RePEc:zbw:bubdps:092012.

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  12. Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-008.

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  13. When more is less: Using multiple constraints to reduce tail risk. (2012). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716.

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  14. It Pays to Violate: How Effective are the Basel Accord Penalties?. (2009). McAleer, Michael ; da Veiga, Bernardo ; Chan, Felix.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf683.

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  15. It Pays to Violate: How Effective are the Basel Accord Penalties?. (2009). McAleer, Michael ; da Veiga, Bernardo ; Chan, Felix.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:17309.

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  16. It Pays to Violate: How Effective are the Basel Accord Penalties?. (2009). McAleer, Michael ; da Veiga, Bernardo ; Chan, Felix.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf186.

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  17. Do banks overstate their Value-at-Risk?. (2008). Perignon, Christophe ; Deng, Zi Yin ; Wang, Zhijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:5:p:783-794.

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