Jump to main content

yr 〜
yr

Search results 3

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-04KIER Discussion Paper767
Available onlineOther Libraries in Japan
  • Subject Heading... exogenous and endogenous violations violation penalties optimizin...

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-644
Other Libraries in Japan
  • Subject HeadingDaily capital charges endogenous violations frequency of violations optim...

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-643
Other Libraries in Japan
  • Subject Heading... exogenous and endogenous violations violation penalties optimizin...

Reached to the end of result.

RSS