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
Keywords :
Volatility persistence , Minimum capital risk requirements , Internal risk management models
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance