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Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study

Sharif Mozumder, Mohammad Abedin Orcid Logo, Raad Lalon, Amjad Hossain

Computational Economics, Volume: 64, Issue: 5, Pages: 3049 - 3086

Swansea University Author: Mohammad Abedin Orcid Logo

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DOI (Published version): 10.1007/s10614-023-10545-6

Published in: Computational Economics
ISSN: 0927-7099 1572-9974
Published: Springer Science and Business Media LLC 2024
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URI: https://cronfa.swan.ac.uk/Record/cronfa65719
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last_indexed 2025-07-01T05:13:26Z
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spelling 2025-06-30T15:29:47.5154747 v2 65719 2024-02-29 Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study 4ed8c020eae0c9bec4f5d9495d86d415 0000-0002-4688-0619 Mohammad Abedin Mohammad Abedin true false 2024-02-29 CBAE Journal Article Computational Economics 64 5 3049 3086 Springer Science and Business Media LLC 0927-7099 1572-9974 Market risk; BASEL-III; Value at risk; Expected shortfall; Back-test 1 11 2024 2024-11-01 10.1007/s10614-023-10545-6 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University Not Required 2025-06-30T15:29:47.5154747 2024-02-29T21:48:09.9370237 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Sharif Mozumder 1 Mohammad Abedin 0000-0002-4688-0619 2 Raad Lalon 3 Amjad Hossain 4 65719__29820__22f35b57a49749b0a84ed5bd7e4cf840.pdf 65719.AAM.pdf 2024-03-25T10:51:40.3060084 Output 2213029 application/pdf Accepted Manuscript true Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/2.0/deed.en
title Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
spellingShingle Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
Mohammad Abedin
title_short Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
title_full Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
title_fullStr Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
title_full_unstemmed Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
title_sort Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Sharif Mozumder
Mohammad Abedin
Raad Lalon
Amjad Hossain
format Journal article
container_title Computational Economics
container_volume 64
container_issue 5
container_start_page 3049
publishDate 2024
institution Swansea University
issn 0927-7099
1572-9974
doi_str_mv 10.1007/s10614-023-10545-6
publisher Springer Science and Business Media LLC
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2024-11-01T05:15:43Z
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