Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Article Abstract:
The Basel Committee on Banking Supervision has permitted central banks to use value-at-risk approach to determine the regulatory capital. Usage of VAR on the bank's stability is analyzed.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
Evaluation, Central banks, Time-series analysis, Time series analysis, Bank capital, Basel Committee on Banking Supervision
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
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U.S. consumer bankruptcy choice: The importance of general equilibrium effects
Article Abstract:
Effects of personal bankruptcy regulations in the United States on welfare resource allocations are discussed.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
Administration of Human Resource Programs (except Education, Public Health, and Veterans' Affairs Programs), Public Assistance & Income Supplements, Welfare, Public assistance, Bankruptcy, Company bankruptcy
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
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Estimating monetary policy effects when interest rates are close to zero
Article Abstract:
Effect of nominal interest rates in a monetary policy, using non linear structureal VAR, is analyzed.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
Science & research, Interest Rates, Research, Monetary policy, Variance (Statistics)
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
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Subjects list: Usage, Laws, regulations and rules, Government regulation, Economic policy, United States
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