Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Year of publication: |
2012
|
---|---|
Authors: | Fricke, Jens ; Pauly, Ralf |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 5.2011/12, 4, p. 398-420
|
Subject: | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Marktrisiko | Market risk | Methodenkritik | Methodological criticism | USA | United States |
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