The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems
Year of publication: |
2012
|
---|---|
Authors: | Wiener, Zvi |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 64.2012, 3, p. 199-213
|
Publisher: |
Elsevier |
Subject: | Basel accord | Capital adequacy | Risk measurement | Value-at-Risk (VaR) | Queuing theory | Erlang formula | Financial institution regulation |
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