Backtesting for risk-based regulatory capital

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 8

Pages: 1845-1865

Authors (2)

Kerkhof, Jeroen (not in RePEc) Melenberg, Bertrand (Universiteit van Tilburg)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count