Regulatory capital and incentives for risk model choice under Basel 3
Year of publication: |
2021
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Authors: | Liu, Fred ; Stentoft, Lars |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 1, p. 53-96
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Subject: | Basel 3 | expected shortfall backtesting | regulatory capital requirements | Theorie | Theory | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Risikomanagement | Risk management |
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Online Appendix for : Regulatory Capital and Incentives for Risk Model Choice under Basel 3
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Regulatory Capital and Incentives for Risk Model Choice under Basel 3
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