Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Year of publication: |
2018
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Authors: | Zeuli, Marcelo ; Silva, André Luiz Carvalhal da |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 59, p. 6382-6396
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Subject: | Emerging markets | market risk | tail risk | volatility | Basler Akkord | Basel Accord | Schwellenländer | Emerging economies | Bankrisiko | Bank risk | Volatilität | Volatility | Risikomaß | Risk measure | Risiko | Risk | Finanzkrise | Financial crisis | Welt | World | Risikomanagement | Risk management |
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