External risk measures and Basel accords (Q5169670)
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scientific article; zbMATH DE number 6316334
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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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0.7730671167373657
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0.7460576891899109
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0.7424114942550659
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0.734157145023346
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0.7341262102127075
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