Market risk management in a post-Basel II regulatory environment
Mikica Drenovak, Vladimir Ranković, Miloš Ivanović, Branko Urošević, Ranko Jelic
| Year of publication: |
16 March 2017
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|---|---|
| Authors: | Drenovak, Mikica ; Ranković, Vladimir ; Ivanković, Miloš ; Urošević, Branko ; Jelic, Ranko |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 257.2017, 3 (16.3.), p. 1030-1044
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| Subject: | Finance | Market risk | Basel 2.5 | GARCH | NSGA-II | Risikomanagement | Risk management | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Marktrisiko | ARCH-Modell | ARCH model | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Finanzmarkt | Financial market | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.08.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011641392