Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR

Lukasz Prorokowski, Hubert Prorokowski
  • Journal of Financial Regulation and Compliance, November 2014, Emerald
  • DOI: 10.1108/jfrc-10-2013-0038

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http://dx.doi.org/10.1108/jfrc-10-2013-0038

The following have contributed to this page: Dr Lukasz Prorokowski