Value-at-risk vs. building block regulation in banking
| Year of publication: |
2004
|
|---|---|
| Authors: | Dangl, Thomas ; Lehar, Alfred |
| Published in: |
Journal of Financial Intermediation. - Elsevier, ISSN 1042-9573. - Vol. 13.2004, 2, p. 96-131
|
| Publisher: |
Elsevier |