The Ten Commandments for managing value at risk under the Basel II accord
Year of publication: |
2010
|
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Authors: | Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez Amaral, Teodosio |
Published in: |
Issues in finance : credit, crises and policies. - Chichester, West Sussex [u.a.] : Wiley-Blackwell, ISBN 1-4443-3401-8. - 2010, p. 59-64
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Subject: | Internationaler Finanzmarkt | International financial market | Kreditmarkt | Credit market | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Welt | World |
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