Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives /
Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital est...
| Prif Awdur: | |
|---|---|
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2002.
|
| Cyfres: | IMF Working Papers; Working Paper ;
No. 2002/125 |
| Mynediad Ar-lein: | Full text available on IMF |