DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL? (Q5291323)
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scientific article; zbMATH DE number 5022370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL? |
scientific article; zbMATH DE number 5022370 |
Statements
DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL? (English)
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10 May 2006
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value-at-risk
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Basel committee
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extreme value theory
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historical simulation
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