Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR
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| Format: | text |
| Language: | eng |
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Emerald
2014
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10.1108-JFRC-10-2013-0038 |
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eprints |
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10.1108-JFRC-10-2013-00382014-11-04 Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR Lukasz, Prorokowski Lukasz, Prorokowski Hubert, Prorokowski Hubert, Prorokowski Banks,Basel 2.5,Market risk capital charge,Stressed VaR Emerald 2014-11-04 text text/HTML 10.1108/JFRC-10-2013-0038 https://www.emeraldinsight.com/doi/10.1108/JFRC-10-2013-0038 ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.jtitle=Journal+of+Financial+Regulation+and+Compliance&rft.volume=22&rft.issue=4&rft.spage=339&rft.epage=348&rft.issn=1358-1988&rft.id=info%3Adoi%2F10.1108%2FJFRC-10-2013-0038 eng Emerald All rights reserved. |
| repository_type |
Digital Repository |
| institution_category |
Foreign Institution |
| institution |
Emerald |
| building |
Emerald Repository |
| collection |
Online Access |
| language |
eng |
| topic |
Banks,Basel 2.5,Market risk capital charge,Stressed VaR |
| spellingShingle |
Banks,Basel 2.5,Market risk capital charge,Stressed VaR Lukasz, Prorokowski Hubert, Prorokowski Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| description |
|
| author2 |
Lukasz, Prorokowski |
| author_facet |
Lukasz, Prorokowski Lukasz, Prorokowski Hubert, Prorokowski |
| format |
text |
| author |
Lukasz, Prorokowski Hubert, Prorokowski |
| author_sort |
Lukasz, Prorokowski |
| title |
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| title_short |
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| title_full |
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| title_fullStr |
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| title_full_unstemmed |
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR |
| title_sort |
compliance with basel 2.5: banks’ approaches to implementing stressed var |
| publisher |
Emerald |
| publishDate |
2014 |
| first_indexed |
2018-10-12T18:53:12Z |
| last_indexed |
2018-10-12T18:53:12Z |
| _version_ |
1614146849346682880 |