Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Jens Fricke; Ralf Pauly
| Year of publication: |
2012
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|---|---|
| Authors: | Fricke, Jens ; Pauly, Ralf |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 5.2011/12, 4, p. 398-420
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010048146