مرکز منطقه ای اطلاع رساني علوم و فناوري - Basel’s value-at-risk capital requirement regulation: An efficiency analysis

Title of article :

Basel’s value-at-risk capital requirement regulation: An efficiency analysis

Author/Authors :

Guy Kaplanski، نويسنده , , Haim Levy، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1887

To page :

1906

Keywords :

Value-at-Risk , Basel’s regulations , Capital requirement regulations

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194061

Link To Document :