Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Harald Kinateder
| Year of publication: |
February 2016
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|---|---|
| Authors: | Kinateder, Harald |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 3, p. 25-45
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| Subject: | Basel III | Cantelli's inequality | expected shortfall (ES) | market risk management | minimum capital requirement (MCR) | stressed value-at-risk (sVaR) | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Risikomanagement | Risk management | Kapitalbedarf | Capital requirements | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Bankenregulierung | Bank regulation |
| 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/10011439046