Mark Johnston

University of New South Wales (UNSW)

Associate Professor

Kensington

High St

Sydney , NSW 2052

Australia

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Scholarly Papers (1)

1.

Extending the Basel II Approach to Estimate Capital Requirements for Equity Investments

UNSW Australian School of Business Research Paper No. 2009ACTL01
Number of pages: 28 Posted: 04 Feb 2009 Last Revised: 06 Feb 2009
Mark Johnston
University of New South Wales (UNSW)
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Abstract:

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Capital allocation, Economic capital, Equity, Basel II, ASRF, Factor model, CAPM