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Compliance with Basel 2.5: ban...
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Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR
Bibliographic Details
Main Authors:
Lukasz, Prorokowski
,
Hubert, Prorokowski
Format:
text
Language:
eng
Published:
Emerald
2014
Subjects:
Banks,Basel 2.5,Market risk capital charge,Stressed VaR
Holdings
Description
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