Value-at-risk vs. building block regulation in banking

• 1 April 2004
• journal article
• Published by Elsevier in Journal of Financial Intermediation
• Vol. 13  (2) , 96-131
• https://doi.org/10.1016/j.jfi.2003.06.001

Abstract

Keywords

• G21
• G28
• G12
• BANKING REGULATION
• BASEL ACCORD
• RISK MANAGEMENT