Open AccessThe Pre-Commitment Approach: Using Incentives to Set Market Risk Capital Requirements
Author(s) -
Paul H. Kupiec,
James M. O’Brien
Publication year - 1997
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1997.14
Subject(s) - capital requirement , business , risk adjusted return on capital , economic capital , deposit insurance , incentive , finance , portfolio , bank regulation , actuarial science , financial capital , economics , microeconomics , capital formation , profit (economics)