Basel violations, volatility model variants and value at risk : optimization of performance deviations in banks

Anjum, Shahid; Qaseem, Naveeda

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Title:

Basel violations, volatility model variants and value at risk : optimization of performance deviations in banks

Journal:

Economics and Business Letters

Authors:

Anjum, Shahid
Qaseem, Naveeda

e-ISSN:

2254-4380

Document Type:

Article

Year of Publication:

2021

Open Content License:

Original URL:

https://reunido.uniovi.es/index.php/EBL/article/download/15820/14011/45001

Persistent Identifier of the first edition:

doi:10.17811/ebl.10.3.2021.240-248

Language:

English (eng)

Citation:

Anjum, Shahid/Qaseem, Naveeda (2021). Basel violations, volatility model variants and value at risk : optimization of performance deviations in banks. In: Economics and Business Letters 10 (3), S. 240 - 248.
https://reunido.uniovi.es/index.php/EBL/article/download/15820/14011/45001.
doi:10.17811/ebl.10.3.2021.240-248.

Appears in Collections:

Economics and Business Letters

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