Basel II: Bank Risk estimation and managemen

Ursulenko G.

Bulletin of Taras Shevchenko National University of Kyiv. Economics. Вісник Киiвського нацiонального унiверситету iм. Тараса Шевченка. Серiя: Економiка, 2010, issue 117, 55-58

Abstract: The abundance of risk metrics stems from the effort to measure the difference between the expected and actual returns, under a hypothesis of normality. The article depicts the Basel II accord, absolute and relative risk metrics, limitation of their usage.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:scn:013723:13952639

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