The regulatory loss cut-off level: Does it undervalue the operational capital at risk?
Enrique José Jiménez-Rodríguez, José Manuel Feria-Domínguez, José Luis Martín-MarinVolume:
9
Year:
2011
Language:
english
DOI:
10.1016/j.srfe.2011.09.003
File:
PDF, 482 KB
english, 2011