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Applied Economics Letters Volume 4, 1997 - Issue 11

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Original Articles

Capital requirements on over the counter options

Lily Choong Centre of International Finance, School of Management, University of Southampton, SO17 1BJ, UK

Pages 657-660 | Received 30 Apr 1997, Published online: 02 Nov 2006

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https://doi.org/10.1080/758530643

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Basle Committee (1988) Internal convergence of capital measurement and capital standards, The Basle Accord and Supplement by the Basle Committee on Banking Regulation and Supervisory Practices.
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Basle Committee (1995) Proposal to issue a supplement to the Basle capital accord to cover market risks, Consultative Proposal by the Basle Committee on Banking Supervision.
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European Commission . 1993 . Council directive on the capital adequancy of investment firms and credit institutions . Official Journal of the European Communities , No. L141
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