• Title of article

    Basel’s value-at-risk capital requirement regulation: An efficiency analysis

  • Author/Authors

    Guy Kaplanski، نويسنده , , Haim Levy، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    20
  • From page
    1887
  • To page
    1906
  • Keywords
    Value-at-Risk , Basel’s regulations , Capital requirement regulations
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2007
  • Journal title
    Journal of Banking and Finance
  • Record number

    194061