Has the Basel Accord improved risk management during the Global Financial Crisis?

Michael McAleer; Juan-Ángel Jiménez-Martín; Teodosio Pérez-Amaral

Year of publication:	2012 ; Revised: October 2012
Authors:	McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez Amaral, Teodosio
Publisher:	Rotterdam : Econometric Institute
Subject:	Value-at-Risk (VaR) \| Daily capital charges \| Violation penalties \| Optimizing strategy \| Risk forecasts \| Aggressive or conservative risk management strategies \| Basel Accord \| Global financial crisis \| Finanzkrise \| Financial crisis \| Basler Akkord \| Risikomaß \| Risk measure \| Welt \| World \| Einlagengeschäft \| Deposit banking \| Unternehmenspublizität \| Corporate disclosure \| Risikomanagement \| Risk management

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