Showing 1 - 10 of 2,789
Persistent link: https://www.econbiz.de/10009619354
Persistent link: https://www.econbiz.de/10011432786
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/10011346199
Persistent link: https://www.econbiz.de/10009619372
Persistent link: https://www.econbiz.de/10009012209
Persistent link: https://www.econbiz.de/10009767001
Persistent link: https://www.econbiz.de/10009771092
Persistent link: https://www.econbiz.de/10009619346
Persistent link: https://www.econbiz.de/10009413649