Value-at-risk vs. building block regulation in banking
Thomas Dangl and Alfred Lehar
| Year of publication: |
2004
|
|---|---|
| Authors: | Dangl, Thomas ; Lehar, Alfred |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 13.2004, 2, p. 96-131
|
| Subject: | Basler Akkord | Basel Accord | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002062410