# kaal:claim:3405660-027

**Claim.** The Basel framework serves indirect hedge fund regulation by aligning regulatory capital requirements more closely with underlying risks and by giving banks and supervisors several options for assessing capital adequacy.

**Type.** design  **Support.** argued

**Source quote.**

> The Basel framework aligns regulatory capital requirements more closely with underlying risks, and provides banks and their supervisors with several options for the assessment of capital adequacy.

**From.** Kaal, *Indirect Regulation of Hedge Funds* (2019), IV.2 Capital Adequacy Standards, page 21

**Cite as.** Kaal, Indirect Regulation of Hedge Funds (2019). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3405660

**Verify.** sha256 of source PDF `cf507b1833071765bc13a5605f38c2591582eca85f40869e38b6ff075c04d29d` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20-%202019%20-%20Indirect%20Regulation%20of%20Hedge%20Funds.pdf

**Topics.** systemic-risk, risk-and-incentives

**Keywords.** basel-framework, capital-adequacy, indirect-regulation, risk-sensitivity

**Related claims.**

- specializes: https://wulfkaal.github.io/claims/2714974-032
- extends: https://wulfkaal.github.io/claims/1806252-003

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