archiviert

BCBS Working Papers No 19: Messages from the academic literature on risk measurement for the trading book

This report summarises the findings of an ad hoc group of the Basel Committee's Research Task Force based on its review of the academic literature relevant to the regulatory framework for the trading book.

Themen

Weiterlesen mit einem PwC Plus-Abonnement

  • qualitätsgesicherte Quellen
  • tägliche Updates
  • vollständige Filterfunktion von Artikeln
  • Verteilung via anpassbarem Alert
Zum Anfang