Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Marcelo Zeuli and André Carvalhal
| 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 | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Schwellenländer | Emerging economies | Volatilität | Volatility | Finanzkrise | Financial crisis | Marktrisiko | Market risk | Risiko | Risk | Bankenregulierung | Bank regulation | Risikomaß | Risk measure | Welt | World | Risikomanagement | Risk management | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1486020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063432