Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10011432786
Persistent link: https://www.econbiz.de/10011549882
The Basel Committee on Banking Supervision (BCBS) (2013) recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The BCBS (2013) noted that - a number of weaknesses have been identified with using VaR for determining regulatory capital...
Persistent link: https://www.econbiz.de/10010532611
Persistent link: https://www.econbiz.de/10003881186
Persistent link: https://www.econbiz.de/10009574674
Persistent link: https://www.econbiz.de/10009619563
Persistent link: https://www.econbiz.de/10009767002
Persistent link: https://www.econbiz.de/10009562982
Persistent link: https://www.econbiz.de/10003355701
Persistent link: https://www.econbiz.de/10003761206