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A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II

A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II Abstract This paper deals with a Markov process used for stochastic modeling of the international banking supervision related to the Basel's accords. A quality index reflecting the performance of a bank is proposed, which is based on the asymptotic behavior of the Markov process. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Economic Quality Control de Gruyter

A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II

Economic Quality Control , Volume 22 (2) – Oct 1, 2007

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Publisher
de Gruyter
Copyright
Copyright © 2007 by the
ISSN
1869-6147
eISSN
1869-6147
DOI
10.1515/EQC.2007.191
Publisher site
See Article on Publisher Site

Abstract

Abstract This paper deals with a Markov process used for stochastic modeling of the international banking supervision related to the Basel's accords. A quality index reflecting the performance of a bank is proposed, which is based on the asymptotic behavior of the Markov process.

Journal

Economic Quality Controlde Gruyter

Published: Oct 1, 2007

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