Question
It is suggested that the initial exclusion of market risk from capital requirements and high regulatory costs in the Basel I Accord, encouraged banks to
It is suggested that the initial exclusion of market risk from capital requirements and high regulatory costs in the Basel I Accord, encouraged banks to shift their risk exposure (via securitisation) from priced credit risk to unpriced market risk. Do you agree? Discuss with examples.
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The Handbook Of Traditional And Alternative Investment Vehicles Investment Characteristics And Strategies
Authors: Mark J. P. Anson, Frank J. Fabozzi, Frank J. Jones
1st Edition
0470609737, 978-0470609736
