Michael Giesinger

Barclays

Director

London EC3P 3AH

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 12,289

SSRN RANKINGS

Top 12,289

in Total Papers Downloads

5,006

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Can Basel III Work? Examining the New Capital Stability Rules by the Basel Committee: A Theoretical and Empirical Study of Capital Buffers

Number of pages: 32 Posted: 21 Feb 2010
Peter Miu, Bogie Ozdemir and Michael Giesinger
McMaster University - DeGroote School of Business, Standard & Poor's and Barclays
Downloads 5,006 (2,068)
Citation 3

Abstract:

Loading...

Basel II, Basel III, Pillar I, Pillar II, Capital Buffers, Internal Capital Adequacy Assessment Process (ICAAP), Capital Adequacy, Risk Appetite, Procyclicality, Risk Capital, Available Capital, Conditional and Unconditional Value-at-Risk (VaR), Tier 1 Capital Adequacy Ratio