Risk-based Capital
Risk-Based Capital is a regulatory capital framework that quantifies the minimum amount of capital an insurance company must hold to reduce the risk of insolvency by linking capital requirements to the specific risk profile of its assets, liabilities, and operations.
256
Publications
15.7K
Citations
416
Authors
271
Institutions
Publications per year
2017–2026
44
Variants
RbcRisk-based Capital Requirements
256
Risk in Banking and Capital Regulation
Daesik Kim, Anthony M. Santomero · The Journal of Finance · 1988 · 993 citations
Business, Finance, Risk Management +17
Cyclical implications of the Basel II capital standards
Anil Kashyap, Jeremy C. Stein · 2004 · 446 citations
1–5 of 256
416
6
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5
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4
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4
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3
h-index
1–5 of 416
271
Federal Reserve
Washington D.C., United States
9 h-index
10 publications
1.2K citations
Federal Reserve Board of Governors
Washington D.C., United States
9 h-index
10 publications
821 citations
University of Pennsylvania
Philadelphia, United States
8 h-index
11 publications
1.2K citations

International Monetary Fund
Washington D.C., United States
7 h-index
12 publications
1.9K citations
European Central Bank
Frankfurt am Main, Germany
5 h-index
6 publications
1.1K citations

Tilburg University
Tilburg, The Netherlands
4 h-index
6 publications
900 citations

University of St.Gallen
Saint Gallen, Switzerland
4 h-index
10 publications
576 citations

Bank of England
London, United Kingdom
4 h-index
4 publications
180 citations
1–8 of 271
Repository · 43 publications · 2K citations
26
h-index
25 publications · 2.1K citations
22
h-index
Repository · 10 publications · 380 citations
10
h-index
9 publications · 200 citations
9
h-index
7 publications · 459 citations
7
h-index
1–5