Title of article
A word of caution on calculating market-based minimum capital risk requirements
Author/Authors
C. Brooks، نويسنده , , A. D. Clare، نويسنده , , G. Persand، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
18
From page
1557
To page
1574
Keywords
Volatility persistence , Minimum capital risk requirements , Internal risk management models
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193215
Link To Document