Basel 3.5 vs. Basel III : a radical overhaul of the capital requirements pillar : the case of commodity exposures
Year of publication: |
2020
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Authors: | Rossignolo, Adrian F. |
Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 11.2020, 1, p. 1-34
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Subject: | Basel 35 | Basel III | standardised approach | internal models approach | IMA | expected shortfall | extreme value theory | EVT | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Risikomanagement | Risk management |
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