An academic response to Basel II

   Daníelsson, J., P. Embrechts, C. Goodhart, C. Keating, F. Muennich, O. Renault, and H. S. Shin (2001). An academic response to Basel II. http://www.bis.org/bcbs/ca/fmg.pdf.

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Submitted in Response to the Basel Committee's Request for Comments.

@ARTICLE{DanielssonGoodhartShin2001,
 author =  {J{\'o}n Dan{\'\i}elsson and Paul Embrechts and Charles
                 Goodhart and Con Keating and Felix Muennich and
                 Olivier Renault and Hyun Song Shin},
 title =   {An academic response to {Basel} {II}},
 year =    2001,
 note =    {\tt http://www.bis.org/bcbs/ca/fmg.pdf},
 url =     {RiskResearch.org},
}