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...
| Autor Principal: | |
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| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2002.
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| Series: | IMF Working Papers; Working Paper ;
No. 2002/125 |
| Acceso en liña: | Full text available on IMF |