An evaluation of bank measures for market risk before, during and after the financial crisis
Year of publication: |
July 2017
|
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Authors: | O'Brien, James M. ; Szerszeń, Paweł J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 80.2017, p. 215-234
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Subject: | Market risk | VaR | Backtesting | Profit and loss | Financial crisis | Finanzkrise | Bankrisiko | Bank risk | Risikomaß | Risk measure | Messung | Measurement | Schätzung | Estimation | Bank | Risiko | Risk | Marktrisiko |
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