Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives:
Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital est...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C
International Monetary Fund
2002
|
| Series: | IMF Working Papers
Working Paper No. 02/125 |
| Online Access: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Summary: | Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior |
| Physical Description: | 1 Online-Ressource (32 p) |
| ISBN: | 1451854838 9781451854831 |
Staff View
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048346600 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220713s2002 |||| o||u| ||||||eng d | ||
| 020 | |a 1451854838 |c 15.00 USD |9 1-451-85483-8 | ||
| 020 | |a 9781451854831 |c 15.00 USD |9 978-1-451-85483-1 | ||
| 035 | |a (ZDB-1-IMF)845863045 | ||
| 035 | |a (OCoLC)1337125534 | ||
| 035 | |a (DE-599)BVBBV048346600 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
| 100 | 1 | |a Kupiec, Paul H. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |c Kupiec, Paul H |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2002 | |
| 300 | |a 1 Online-Ressource (32 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a IMF Working Papers |v Working Paper No. 02/125 | |
| 520 | 3 | |a Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior | |
| 533 | |a Online-Ausg | ||
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-IMF | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033725868 | ||
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804184196643553280 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Kupiec, Paul H. |
| author_facet | Kupiec, Paul H. |
| author_role | aut |
| author_sort | Kupiec, Paul H. |
| author_variant | p h k ph phk |
| building | Verbundindex |
| bvnumber | BV048346600 |
| collection | ZDB-1-IMF |
| ctrlnum | (ZDB-1-IMF)845863045 (OCoLC)1337125534 (DE-599)BVBBV048346600 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05036nmm a2200577 cb4500</leader><controlfield tag="001">BV048346600</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2002 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451854838</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-85483-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451854831</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-85483-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845863045</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337125534</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048346600</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kupiec, Paul H.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives</subfield><subfield code="c">Kupiec, Paul H</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (32 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 02/125</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033725868</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048346600 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:22Z |
| indexdate | 2024-07-10T09:35:30Z |
| institution | BVB |
| isbn | 1451854838 9781451854831 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033725868 |
| oclc_num | 1337125534 |
| open_access_boolean | |
| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (32 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spelling | Kupiec, Paul H. Verfasser aut Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H Washington, D.C International Monetary Fund 2002 1 Online-Ressource (32 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 02/125 Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior Online-Ausg http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kupiec, Paul H. Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title_auth | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title_exact_search | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title_exact_search_txtP | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title_full | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H |
| title_fullStr | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H |
| title_full_unstemmed | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H |
| title_short | Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
| title_sort | internal models based capital regulation and bank risk taking incentives |
| url | http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml |
| work_keys_str_mv | AT kupiecpaulh internalmodelsbasedcapitalregulationandbankrisktakingincentives |