Showing 1 - 2 of 2
regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …
Persistent link: https://www.econbiz.de/10010860064
It is well known that the Basel II Accord requires banks and other Authorized Deposit-taking Institutions (ADIs) to communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models, whether individually or as...
Persistent link: https://www.econbiz.de/10009195302