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Strategic risk, banks, and Basel III: estimating economic capital requirements
The Journal of Risk Finance
Purpose -Basel III regulations require banks to protect themselves against strategic risk. This paper aims to provide a comprehensive and measurable definition of this risk and proposes a framework to estimate economic capital requirements. Design/methodology/approach -The paper studies the literature and solicits expert opinion in formulating a comprehensive and measurable definition of strategic risk. The paper postulates that the economic capital for a bank's strategic risk should bedoi:10.1108/jrf-11-2016-0142 fatcat:mtloioiqzjebblb5vv7bak5jwu