Approximate value-at-risk calculation for heterogeneous...

Journal of Financial Stability 2009 Vol. 5; Iss. 4

Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology

Natalia Puzanova, Sikandar Siddiqui, Mark Trede
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Volume:
5
Year:
2009
Language:
english
DOI:
10.1016/j.jfs.2009.02.003
File:
PDF, 489 KB
english, 2009
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