From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Tsvetelin S. Zaevski, Dragomir C. Nedeltchev
| 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 | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102645 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014460567