Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Evangelos Vasileiou, Syriopoulos Theodoros, Vlachou Paraskevi, Tsatsaronis Michael, Papaprokopiou Angeliki
| Year of publication: |
2022
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|---|---|
| Authors: | Vasileiou, Evangelos ; Theodoros, Syriopoulos ; Paraskevi, Vlachou ; Michael, Tsatsaronis ; Angeliki, Papaprokopiou |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 16.2022, 1, p. 95-121
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| Subject: | value at risk | basel | CESR | legislative framework | procyclicality | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Bankrisiko | Bank risk | Risikomanagement | Risk management | Schätzung | Estimation | G7-Staaten | G7 countries | Risiko | Risk | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v16i1.1884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014289727