Does the application of innovative internal models diminish regulatory capital?
Year of publication: |
2006
|
---|---|
Authors: | Kalyvas, Lampros ; Sfetsos, Athanasios |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 2, p. 217-226
|
Subject: | Conditional Historical Simulation | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Ausreißer | Outliers |
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