Essays about: "Basel III agreement"
Found 1 essay containing the words Basel III agreement.
-
1. Measuring Risk with Expected Shortfall
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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. READ MORE
Result pages:
1