Title of article :
Backtesting for risk-based regulatory capital
Author/Authors :
Jeroen Kerkhof، نويسنده , , Bertrand Melenberg، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
21
From page :
1845
To page :
1865
Keywords :
Capital requirements , Risk management , Basel II , Multiplication factors , Model selection
Journal title :
Journal of Banking and Finance
Serial Year :
2004
Journal title :
Journal of Banking and Finance
Record number :
193625
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193625
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