Banking Supervision and Government Policy: Capital Standards Regulation

Authors

James V. Houpt

Keywords

Market Risk Amendment to the Basle Capital Accord, regulatory capital requirements, Long Term Capital Management, value at risk ("VAR"), loss frequency distributions, ten day holding periods, fat distribution tails, VAR models, Market Risk Amendment, Basle Committee, credit rating agencies, Moody's Investors Service, Standard and Poor's, gradiations in internal ratings, Bill Treacy, Mark Carey, Basle Supervisors Committee

Recommended Citation

James V. Houpt, Banking Supervision and Government Policy: Capital Standards Regulation, 4 Fordham J. Corp. & Fin. L. 51 (1999).
Available at: https://ir.lawnet.fordham.edu/jcfl/vol4/iss1/7