An academic response to Basel II
Download paperDaníelsson, J., P. Embrechts, C. Goodhart, C. Keating, F. Muennich, O. Renault, and H. S. Shin (2001). An academic response to basel ii. http://www.bis.org/bcbs/ca/fmg.pdf.
Submitted in Response to the Basel Committee's Request for Comments.
@ARTICLE{DanielssonGoodhartShin2001, author = {J{\'o}n Dan{\'i}elsson and Paul Embrechts and Charles Goodhart and Con Keating and Felix Muennich and Olivier Renault and Hyun Song Shin}, title = {An academic response to Basel II}, year = 2001, note = {http://www.bis.org/bcbs/ca/fmg.pdf}, url = {http://www.bis.org/bcbs/ca/fmg.pdf}, }
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