Minimum capital requirement portfolios according to the new Basel framework for market risk
Alessandro Avellone, Ilaria Foroni, Chiara Pederzoli
| Year of publication: |
2025
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|---|---|
| Authors: | Avellone, Alessandro ; Foroni, Ilaria ; Pederzoli, Chiara |
| Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 39.2025, 2, p. 171-192
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| Subject: | Fundamental review of the trading book | Minimum capital requirement | Particle swarm optimization | Portfolio optimization | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Theorie | Theory | Risikomanagement | Risk management | Bankrisiko | Bank risk | Marktrisiko | Market risk | Bankenregulierung | Bank regulation |
| Description of contents: | Description [link.springer.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-024-00454-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015476671