Volatility risk measures and banks' leverage
Year of publication: |
2024
|
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Authors: | Anselmi, Giulio |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1189-1207
|
Subject: | Volatility risk measures | Implied volatility | Volatility skew | Volatility spread | Volatility risk premia | Realized volatility | banks | capital requirements | Options | Derivatives | Leverage | Volatilität | Volatility | Risikoprämie | Risk premium | Bankrisiko | Bank risk | Risikomaß | Risk measure | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Basler Akkord | Basel Accord | Kapitaleinkommen | Capital income | Messung | Measurement | Schätzung | Estimation |
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