Has the Basel Accord improved risk management during the global financial crisis?
Michael McAleer; Juan-Angel Jimenez-Martin; Teodosio Perez-Amaral
| Year of publication: |
2013
|
|---|---|
| Authors: | McAleer, Michael ; Jimenez-Martin, Juan-Angel ; Pérez Amaral, Teodosio |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 250-265
|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010365769