Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Digital data available（京都大学学術情報リポジトリ）

学術機関リポジトリデータベース（IRDB）（機関リポジトリ）

Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

Kyoto University Research Information Repository
Digital
You can check the holdings of institutions and databases with which 学術機関リポジトリデータベース（IRDB）（機関リポジトリ） is linked at the site of 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）.
Kyoto University Research Information Repository

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 文書・図像類
Title: Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Author/Editor: McAleer, Michael
Jiménez-Martín, Juan-Ángel
Pérez-Amaral, Teodosio
Author Heading: McAleer, Michael
Jiménez-Martín, Juan-Ángel
Pérez-Amaral, Teodosio
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2012-11
Publication Date (W3CDTF): 2012-11
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 832
Volume: 832
Text Language Code: eng
Subject Heading: Value-at-Risk (VaR)
daily capital charges
violation penalties
optimizing strategy
risk forecasts
aggressive or conservative risk management strategies
Basel Accord
global financial crisis
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP832.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/160705/1/DP832.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ