An academic response to Basel II
Download paperDanielsson, J., P. Embrechts, C. Goodhart, C. Keating, F. Muennich, O. Renault, and H. S. Shin (2001). An academic response to Basel II.
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},
year=2001,
INSTITUTION={LSE Financial Market Group},
title={An academic response to {Basel} {II}},
url={http://www.bis.org/bcbs/ca/fmg.pdf},
abstract={Submitted in Response to the Basel Committee's Request for Comments.},
}