Backtesting for Risk-Based Regulatory Capital

F.L.J. Kerkhof and Bertrand Melenberg ()
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F.L.J. Kerkhof: Tilburg University, Center For Economic Research

No 2002-110, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: risk management; capital (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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Journal Article: Backtesting for risk-based regulatory capital (2004)
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