Value-at-risk and the global financial crisis
Manh Ha Tran and Mai Ngoc Tran
| Year of publication: |
2023
|
|---|---|
| Authors: | Ha Tran Manh ; Mai Ngoc Tran |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 1, p. 41-83
|
| Subject: | value-at-risk (VaR) | commercial bank | financial crisis | market risk | backtesting | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risikomanagement | Risk management | Basler Akkord | Basel Accord | ARCH-Modell | ARCH model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2022.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485605