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...

Повний опис

Бібліографічні деталі
Автор: Kupiec, Paul
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2002.
Серія:IMF Working Papers; Working Paper ; No. 2002/125
Онлайн доступ:Full text available on IMF