Sökning: "Basel III agreement"
Hittade 1 uppsats innehållade orden Basel III agreement.
1. Measuring Risk with Expected Shortfall
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In 2012, The Basel Committee on Banking Supervision decided to change the standard risk measure from the well-known Value-at-Risk (VaR) to Expected Shortfal (ES). The committee believes that the new standard risk measure could offer more benefit, aside from just overcoming the major weaknesses of VaR like incoherency and inability to capture tail risk. LÄS MER
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