An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio
Chiara Pederzoli and Costanza Torricelli
| Year of publication: |
2021
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| Authors: | Pederzoli, Chiara ; Torricelli, Costanza |
| Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 4, p. 389-403
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| Subject: | bank regulation | Basel Committee on Banking Supervision | BCBS | capital requirements | expected shortfall | FRTB | Fundamental Review of the Trading Book | liquidity risk | stressed VaR | trading portfolio | value-at-risk | VaR | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Bankenregulierung | Bank regulation | Bankenaufsicht | Banking supervision | Kapitalbedarf | Capital requirements | Risikomanagement | Risk management | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2021.118588 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012694431