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dc.contributor.author
Embrechts, Paul
dc.contributor.author
Puccetti, Giovanni
dc.contributor.author
Rüschendorf, Ludger
dc.contributor.author
Wang, Ruodu
dc.contributor.author
Beleraj, Antonela
dc.date.accessioned
2017-06-11T13:39:33Z
dc.date.available
2017-06-11T13:39:33Z
dc.date.issued
2014
dc.identifier.issn
2227-9091
dc.identifier.other
10.3390/risks2010025
dc.identifier.uri
http://hdl.handle.net/20.500.11850/92176
dc.language.iso
en
dc.publisher
MDPI
dc.subject
Basel 3.5
dc.subject
Risk-weighted assets
dc.subject
Value-at-Risk
dc.subject
Expected shortfall
dc.subject
Model uncertainty
dc.subject
Robustness
dc.subject
Backtesting
dc.title
An Academic Response to Basel 3.5
dc.type
Journal Article
ethz.journal.title
Risks
ethz.journal.volume
2
ethz.journal.issue
1
ethz.journal.abbreviated
Risks
ethz.pages.start
25
ethz.pages.end
48
ethz.notes
Received 25 November 2013, In revised form 9 February 2014, Accepted 17 February 2014, Published 27 February 2014.
ethz.identifier.nebis
010201081
ethz.publication.place
Basel
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03288 - Embrechts, Paul
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03288 - Embrechts, Paul
ethz.date.deposited
2017-06-11T13:39:42Z
ethz.source
ECIT
ethz.identifier.importid
imp59365282c4ffc35571
ethz.ecitpid
pub:145061
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T07:35:45Z
ethz.rosetta.lastUpdated
2017-07-18T07:35:45Z
ethz.rosetta.versionExported
true
ethz.COinS
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