From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Year of publication: |
2023
|
---|---|
Authors: | Zaevski, Tsvetelin S. ; Nedeltchev, Dragomir C. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-12
|
Subject: | Basel Committee on Banking Supervision | Correction coefficients | Expected shortfall | Expectile based risk measure | Value-at-Risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Messung | Measurement | Bankenaufsicht | Banking supervision | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection |
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