Capital requirements for market risks: Value-at-risk models and stressed-VaR after the financial crisis
| Year of publication: |
2013
|
|---|---|
| Authors: | Burchi, Alberto |
| Published in: |
Journal of financial regulation and compliance : an international journal. - Bradford : Emerald, ISSN 1358-1988, ZDB-ID 14007678. - Vol. 21.2013, 3 (19.7.), p. 284-304
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