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 :
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