Basel Accords and the effect on Regulatory Capital : the case for Extreme Value Theory during market crises in emerging and frontier stock markets
Since the late 1980s, the Basel Committee has been intending to regulate the financial sector with a view to establish common regulatory standards for the banking industry through the Basel Capital Accords. Successive crises have uncovered several flaws in those directives that were remedied enactin...
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University of Leicester
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.602653 |