Open AccessCan Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolio under Basel II
Author(s) -
Christopher Henderson,
Julapa Jagtiani
Publication year - 2013
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2013.33a006
Subject(s) - basel ii , capital requirement , basel i , risk adjusted return on capital , risk weighted asset , basel iii , capital adequacy ratio , portfolio , economics , capital (architecture) , minimum capital , economic capital , loss given default , incentive , financial capital , finance , microeconomics , capital formation , profit (economics) , archaeology , history
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