A real options approach for evaluating the implementation of a risk-sensistive capital rule in banks.

A real options approach for evaluating the implementation of a risk-sensistive capital rule in banks.

Bibliographic Details
Published in:Review of financial economics V. 18, 1-3 (2009).
Main Author: Nordal, Kjell Bjorn
Format: Article
Language:English
Subjects:
Decision making.
Real options analysis.
Credit risk.
Economic models.