Basel 3.5 vs. Basel III : a radical overhaul of the capital requirements pillar : the case of commodity exposures
Adrian F. Rossignolo
| Year of publication: |
2020
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|---|---|
| Authors: | Rossignolo, Adrian F. |
| Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 11.2020, 1, p. 1-34
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| Subject: | Basel 35 | Basel III | standardised approach | internal models approach | IMA | expected shortfall | extreme value theory | EVT | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements | Ausreißer | Outliers | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2020.104479 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012167910