A word of caution on calculating market-based minimum capital risk requirements

B-Tier

Journal: Journal of Banking & Finance

Year: 2000

Volume: 24

Issue: 10

Pages: 1557-1574

Authors (3)

Brooks, C. (University of Reading) Clare, A. D. (not in RePEc) Persand, G. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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