Bank Valuation and Its Connections with the Subprime Mortgage Crisis and Basel II Capital Accord by C. H. Fouche, J. Mukuddem-Petersen, M. A. Petersen, M. C. Senosi

“…., which reported major losses in the first quarter of 2007 and eventually was bought by Citigroup in September 2008. A first objective of this paper is to value a bank subject to Basel II based on premiums for market, credit, and operational risk. …”
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