✦ LIBER ✦

External Risk Measures and Basel Accords

✍ Scribed by Kou, Steven; Peng, Xianhua; Heyde, Chris C.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk management and Basel‐Accord‐impleme

✍ Masood, Omar; Fry, John 📂 Article 📅 2012 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 167 KB

Rating Based Modeling of Credit Risk ||

✍ Stefan, Trueck 📂 Article 📅 2009 🏛 Elsevier ⚖ 171 KB

BANK CAPITAL REQUIREMENTS, BUSINESS CYCL

✍ Ines Drumond 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB

Has the Basel Accord improved risk manag

✍ McAleer, Michael; Jimenez-Martin, Juan-Angel; Perez-Amaral, Teodosio 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 700 KB

GFC-robust risk management under the Bas

✍ Jimenez-Martin, Juan-Angel; McAleer, Michael; Pérez-Amaral, Teodosio; Santos, Pa 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 463 KB

Do risk-adjusted pricing and the new Bas

✍ Manuel Ammann 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 669 KB