Journal article 43 views 11 downloads
Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
Sharif Mozumder,
Mohammad Abedin,
Raad Lalon,
Amjad Hossain
Computational Economics
Swansea University Author: Mohammad Abedin
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Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention).
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DOI (Published version): 10.1007/s10614-023-10545-6
Abstract
Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
| Published in: | Computational Economics |
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| ISSN: | 0927-7099 1572-9974 |
| Published: |
Springer Science and Business Media LLC
2024
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa65719 |
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| Keywords: |
Market risk; BASEL-III; Value at risk; Expected shortfall; Back-test |
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| College: |
Faculty of Humanities and Social Sciences |