Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
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
|
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 | Kreditrisiko | Credit risk | Schätzung | Estimation | Risiko | Risk | G7-Staaten | G7 countries |
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