Backtesting for risk-based regulatory capital
Jeroen Kerkhof; Bertrand Melenberg
| Year of publication: |
2004
|
|---|---|
| Authors: | Kerkhof, Franciscus Lambertus Johannes ; Melenberg, Bertrand |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 8, p. 1845-1865
|
| Subject: | Risikomanagement | Risk management | Basler Akkord | Basel Accord |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002118324