External Risk Measures and Basel Accords (Q5169670): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:06, 5 March 2024
scientific article; zbMATH DE number 6316334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | External Risk Measures and Basel Accords |
scientific article; zbMATH DE number 6316334 |
Statements
External Risk Measures and Basel Accords (English)
0 references
11 July 2014
0 references
financial regulation
0 references
capital requirements
0 references
risk measure
0 references
scenario analysis
0 references
robustness
0 references
expected shortfall
0 references
median shortfall
0 references
value-at-risk
0 references
