Testing value-at-risk approaches to capital adequacy
Year of publication: |
1998
|
---|---|
Authors: | Jackson, Patricia |
Other Persons: | Perraudin, William R. M. (contributor) ; Maude, David J. (contributor) |
Published in: |
Quarterly bulletin / Bank of England. - London : Bank of England Publ. Group, ISSN 0005-5166, ZDB-ID 715234-6. - Vol. 38.1998, 3, p. 256-265
|
Subject: | Bankrisiko | Bank risk | Bilanzstrukturmanagement | Asset-liability management | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom |
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