Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Kerstin Bergk, Mario Brandtner, and Wolfgang Kürsten
| Year of publication: |
2022
|
|---|---|
| Authors: | Bergk, Kerstin ; Brandtner, Mario ; Kürsten, Wolfgang |
| Published in: |
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge. - Hackensack, NJ : World Scientific, ISBN 978-1-80061-190-0. - 2022, p. 197-218
|
| Subject: | Risikomaß | Risk measure | Bankenregulierung | Bank regulation | Basler Akkord | Basel Accord | Theorie | Theory | Bankrisiko | Bank risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9781800611917_0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336233