The impact of the choice of VaR models on the level of regulatory capital according to Basel II
Hermsen, Oliver (2010): The impact of the choice of VaR models on the level of regulatory capital according to Basel II, in: Quantitative finance, Jg. 10, Nr. 10, S. 1215–1224.
Faculty/Chair:
Author:
Title of the Journal:
Quantitative finance
ISSN:
1469-7688
Year of publication:
2010
Volume:
10
Issue:
10
Pages:
Language:
English
Type:
Article
URI:
Activation date:
April 30, 2014

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