A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Esa Jokivuolle; Samu Peura
| Year of publication: |
2001
|
|---|---|
| Authors: | Jokivuolle, Esa ; Peura, Samu |
| Publisher: |
Helsinki : Bank of Finland |
| Subject: | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | USA | United States | Risikomaß | Risk measure | Basler Akkord | Basel Accord | 1987-1999 |
| Extent: | 22 S graph. Darst |
|---|---|
| Series: | Bank of Finland research discussion papers. - Helsinki, ISSN 0785-3572, ZDB-ID 2221739-3. - Vol. 15/2001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 22 Internetausg.: http://www.bof.fi/env/fin/ju/dp2001/0115ej.pdf Zsfassung in finn. Sprache |
| ISBN: | 951-686-731-6 ; 951-686-732-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001601790