On the necessity of five risk measures
Year of publication: |
2012
|
---|---|
Authors: | Guégan, Dominique ; Tarrant, Wayne |
Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 4, p. 533-552
|
Publisher: |
Springer |
Subject: | Risk measure | Value at Risk | Bank capital | Basel II accord |
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