Value-at-risk vs. building block regulation in banking
Year of publication: |
2004
|
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Authors: | Dangl, Thomas ; Lehar, Alfred |
Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 13.2004, 2, p. 96-131
|
Subject: | Basler Akkord | Basel Accord | Theorie | Theory | Risikomaß | Risk measure |
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