2004) Value-at-Risk vs. Building Block Regulation in Banking
by
Thomas Dangl
,
Alfred Lehar
,
Thomas Gehrig
,
Rajna Gibson
,
Robert Heinkel
,
Grzegorz Pawlina
| Venue: | Journal of Financial Intermediation |
| Citations: | 5 - 0 self |
BibTeX
@ARTICLE{Dangl_2004)value-at-risk,
author = {Thomas Dangl and Alfred Lehar and Thomas Gehrig and Rajna Gibson and Robert Heinkel and Grzegorz Pawlina},
title = {2004) Value-at-Risk vs. Building Block Regulation in Banking},
journal = {Journal of Financial Intermediation},
year = {},
pages = {96--131}
}
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Abstract
thank Günter Strobl for valuable discussions in the start up phase of our work and Engelbert Dockner, Helmut
