Comparison of market risk models with respect to suggested changes of Basel accord
Eliška Stiborová - Barbora Sznapková - Tomáš Tichný
| Year of publication: |
2014
|
|---|---|
| Authors: | Stiborová, Eliška ; Sznapková, Barbora ; Tichný, Tomáš |
| Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 64.2014, S2, p. 257-274
|
| Subject: | backtesting | expected shortfall | market risk | value at risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Marktrisiko | Market risk | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
| 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/10010474360