2024-03-28T16:07:17Z
https://repository.dl.itc.u-tokyo.ac.jp/oai
oai:repository.dl.itc.u-tokyo.ac.jp:00042112
2022-12-19T04:17:23Z
62:7433:7434
9:7435:7436
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
McAleer, Michael
Jimenez-Martin, Juan-Angel
Teodosio, Pérez-Amaral
metadata only access
335
Value-at-Risk (VaR)
daily capital charges
exogenous and endogenous violations
violation penalties
optimizing strategy
risk forecasts
aggressive or conservative risk management strategies
Basel II Accord
financial crisis
JEL Classifications: G32, G11, G17, C53, C22.
application/pdf
本文フィルはリンク先を参照のこと
日本経済国際共同センター
2009-08
eng
technical report
http://hdl.handle.net/2261/26674
https://repository.dl.itc.u-tokyo.ac.jp/records/42112
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf643ab.html
AA11450569
Discussion paper series. CIRJE-F
CIRJE-F-643