Integrated models of capital adequacy – Why banks are undercapitalised

Volume: 34, Issue: 12, Pages: 2838 - 2850
Published: Dec 1, 2010
Abstract
With the majority of large UK and many US banks collapsing or being forced to raise capital over the 2007-9 period, blaming bankers may be satisfying but is patently insucient; Basel II and Federal oversight frameworks also deserve criticism. We propose that the current methodological void at the heart of Basel II, Pillar 2 is filled with the recommendation that banks develop fully integrated models for economic capital that relate asset values...
Paper Details
Title
Integrated models of capital adequacy – Why banks are undercapitalised
Published Date
Dec 1, 2010
Volume
34
Issue
12
Pages
2838 - 2850
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.