Risk management and Basel II: a speech at the Federal Reserve Bank of Boston AMA Conference, Boston, MA, May 14, 2008
Year of publication: |
2008
|
---|---|
Authors: | Kroszner, Randall S. |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Financial risk management | Risk management | Basel capital accord |
-
Kroszner, Randall S., (2008)
-
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie, (2018)
-
The Risk Map : a new tool for validating risk models
Colletaz, Gilbert, (2013)
- More ...
-
Kroszner, Randall S., (2008)
-
Kroszner, Randall S., (2007)
-
Kroszner, Randall S., (2007)
- More ...