Value at risk, legislative framework, crises, and procyclicality : what goes wrong?
Year of publication: |
2020
|
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Authors: | Vasileiou, Evangelos ; Samitas, Aristeidis |
Published in: |
Review of Economic Analysis : REA. - Rimini : [Verlag nicht ermittelbar], ISSN 1973-3909, ZDB-ID 2535745-1. - Vol. 12.2020, 3, p. 345-369
|
Subject: | Financial regulation | Value at Risk | Procyclicality | Risikomaß | Risk measure | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Theorie | Theory | Bankenaufsicht | Banking supervision |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G01 - Financial Crises ; G17 - Financial Forecasting ; G20 - Financial Institutions and Services. General ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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