机译:《巴塞尔协议》下的全球金融危机(NFC)稳健的风险管理策略
Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands,Tinbergen Institute, The Netherlands,Institute of Economic Research, Kyoto University, Japan,Department of Quantitative Economics, Complutense University of Madrid, Spain;
Department of Quantitative Economics, Complutense University of Madrid, Campus de Somosaguas, Pozuelo de Alarcon, 28223,Madrid, Spain;
Department of Quantitative Economics, Complutense University of Madrid, Spain;
Value-at-Risk (VaR); Daily capital charges; Robust strategy; Basel Ⅱ Accord; Global financial crisis;
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机译:《巴塞尔协议》下的GFC稳健风险管理策略