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

Journal of Financial Intermediation

Volumn 13, Issue 2, 2004, Pages 96-131

  Dangl, Thomas ^a   Lehar, Alfred ^b  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

Banking regulation; Basel accord; Risk management

Indexed keywords

EID: 1942467329     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfi.2003.06.001     Document Type: Article

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