When risk weights increase the risk : some concerns for capital regulation
Year of publication: |
2011
|
---|---|
Authors: | Varsanyi, Zoltan |
Published in: |
Encyclopedia of finance research ; Vol. 1. - New York, NY : Nova Science Publ.. - 2011, p. 47-64
|
Subject: | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Theorie | Theory |
-
External risk measures and Basel accords
Kou, Steven, (2013)
-
Maciag, Jakob, (2017)
-
Jacobs, Michael <Jr.>, (2022)
- More ...
-
When risk weights increase the risk : some concerns for capital regulation
Varsanyi, Zoltan, (2010)
-
A simple model of decision making: How to avoid large outliers?
Varsanyi, Zoltan, (2008)
-
When risk weights increase the risk: some concerns for capital regulation
Varsanyi, Zoltan, (2009)
- More ...