The Risk Map: A new tool for validating risk models

Journal of Banking and Finance

Volumn 37, Issue 10, 2013, Pages 3843-3854

  Colletaz, Gilbert ^a   Hurlin, Christophe ^a   Pérignon, Christophe ^b  

^a UNIVERSITÉ D'ORLÉANS   (France)

^b HEC PARIS   (France)

Author keywords

Basel III; Financial risk management; G21; G28; G32; Tail risk

Indexed keywords

EID: 84880659130     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.06.006     Document Type: Article

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