Did bank capital regulation exacerbate the subprime mortgage crisis?

DOI10.1155/2009/742968zbMath1176.91158OpenAlexW1966655327WikidataQ58647546 ScholiaQ58647546MaRDI QIDQ1040167

M. C. Senosi, I. M. Schoeman, Mmboniseni P. Mulaudzi, Mark Adam Petersen, Janine Mukuddem-Petersen

Publication date: 23 November 2009

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228409

zbMATH Keywords

Basel II capital accordsubprime mortgage crisisbank capital regulation

Mathematics Subject Classification ID

Related Items (2)

Optimal mortgage loan securitization and the subprime crisis ⋮ Stochastic control of credit default insurance for subprime residential mortgage-backed securities

Cites Work

• Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
• Bank management via stochastic optimal control

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