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Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens; Pauly, Ralf - In: Journal of risk management in financial institutions 5 (2011/12) 4, pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
Cover Image
Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens; Pauly, Ralf - In: Journal of risk management in financial institutions 5 (2011/12) 4, pp. 398-420
Persistent link: https://www.econbiz.de/10010048146