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Publications by Carolyn V. Currie

The Potential Effect of the New Basel Operational Risk Capital Requirements

SSRN Electronic Journal

English

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Strategic Risk, Banks, and Basel III: Estimating Economic Capital Requirements

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Strategic Risk, Banks, and Basel III: Estimating Economic Capital Requirements

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PSAF, Economic Capital and the New Basel Accord

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PSAF, Economic Capital, and the New Basel Accord

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The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk

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Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Different?

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Management and Disclosure of Operational Risk and the Basel Accords: The Case of the Largest Portuguese Banks

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The Disturbing Interaction Between Countercyclical Capital Requirements and Systemic Risk*

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