GFC-robust risk management under the Basel accord using extreme value methodologies (Q2227447)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GFC-robust risk management under the Basel accord using extreme value methodologies |
scientific article |
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GFC-robust risk management under the Basel accord using extreme value methodologies (English)
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15 February 2021
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value-at-risk (VaR)
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DPOT
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daily capital charges
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robust forecasts
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