Modelos VaRs e a nova fórmula da exigência de capital da carteira trading : uma análise no mercado brasileiro
Alternative title: | VaRs Models and the new capital requirement formula for trading portfolio : a Brazilian market analysis |
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Year of publication: |
2012
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Authors: | Vieira, Cleysson Ribeiro ; Silva Filho, Osvaldo Candido da |
Published in: |
Pesquisa e planejamento econômico : PPE. - Rio de Janeiro : Inst., ISSN 0100-0551, ZDB-ID 193265-2. - Vol. 42.2012, 1, p. 137-183
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Subject: | Capital requirement | value at risk | trading portfolio | Basel accords |
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