The impact of the choice of VaR models on the level of regulatory capital according to Basel II




Professorship/Faculty: Lehrstuhl für Volkswirtschaftslehre, insbesondere Wirtschaftspolitik 
Author(s): Hermsen, Oliver
Title of the Journal: Quantitative finance
ISSN: 1469-7688
Year of publication: 2010
Volume: 10
Issue: 10
Pages / Size: 1215 - 1224
Language(s): English
Document Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/4252
Release Date: 30. April 2014