Title of article
Backtesting for risk-based regulatory capital
Author/Authors
Jeroen Kerkhof، نويسنده , , Bertrand Melenberg، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
21
From page
1845
To page
1865
Keywords
Capital requirements , Risk management , Basel II , Multiplication factors , Model selection
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193625
Link To Document