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

    title
    External Risk Measures and Basel Accords (English)
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    author
    Steven Kou
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    Xianhua Peng
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    Christopher C. Heyde
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    publication date
    11 July 2014
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6316334
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    OpenAlex ID
    W3123587043
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