Basel's value-at-risk capital requirement regulation: An efficiency analysis

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 6

Pages: 1887-1906

Authors (2)

Kaplanski, Guy (Bar Ilan University) Levy, Haim (not in RePEc)

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