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Bank Capital Requirements for Market Risk: The Internal Models Approach
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this work references cited by second hop

References

  • 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited

Cited by

  • 2016Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach37 cited
  • 2014Risk management practices and financial performance: evidence from the Nigerian deposit money banks (DMBs)36 cited
  • 2004FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk28 cited
  • 2001Risk Management, Derivatives, and Financial Analysis under SFAS No. 13323 cited
  • 1970Risk Management Practices: A Critical Diagnosis of Some Selected Commercial Banks in Bangladesh23 cited

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