Proposals for a needed adjustment of the var-based market risk charge of Basle II:
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Bibliographic Details
Main Authors: Fricke, Jens (Author), Pauly, Ralf (Author)
Format: Book
Language:English
Published: Osnabrück Univ., Inst. für Empirische Wirtschaftsforschung 2009
Series:Beiträge des Instituts für Empirische Wirtschaftsforschung 78
Physical Description:22 Bl.

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection!