What do the value-at-risk measure and the respective legislative framework really offer to financial stability? : critical views and pro-cyclicality
Year of publication: |
2020
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Authors: | Vasileiou, Evangelos ; Pantos, Themistoclis |
Published in: |
European journal of economics and economic policies : intervention ; EJEEP. - Cheltenham [u.a.] : Elgar, ISSN 2052-7764, ZDB-ID 2700782-0. - Vol. 17.2020, 1, p. 39-60
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Subject: | value at risk | pro-cyclicality | early warning indicators | efficient legislative framework | estimations accuracy | Risikomaß | Risk measure | Finanzdienstleistung | Financial services | Frühwarnsystem | Early warning system | Risikomanagement | Risk management | Messung | Measurement |
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