External Risk Measures and Basel Accords (Q5169670)
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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)
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11 July 2014
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financial regulation
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capital requirements
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risk measure
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scenario analysis
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robustness
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expected shortfall
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median shortfall
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value-at-risk
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