Skewness of Returns, Capital Adequacy, and Mortgage Lending

Paraskevi Dimou, Colin Lawrence and Alistair Milne ()

Journal of Financial Services Research, 2005, vol. 28, issue 1, 135-161

Keywords: Basel accord; IRB; credit risk; cost of regulatory capital; skewness of returns; capital adequacy; mortgage markets (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10693-005-4359-1

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