Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks
收藏NBER1995-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5178
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资源简介：
Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of assets, based almost entirely on a credit risk criterion. The paper provides both a theoretical and empirical framework for evaluating such standards. A model outlining a pricing
提供机构：
美国国家经济研究局
创建时间：
1995-07-01
