TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Jiménez Martín, Juan Ángel
AU  - Maasoumi, Esfandiar
AU  - Pérez Amaral, Teodosio
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41564
AB  - The Basel III Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one of a range of alternative...
LA  - eng
KW  - Stochastic dominance
KW  - Value-at-Risk
KW  - daily capital charges
KW  - violation penalties
KW  - optimizing strategy
KW  - Basel III Accord
KW  - VIX futures
KW  - global financial crisis.
TI  - A Stochastic Dominance Approach to Financial Risk Management Strategies
TY  - technical report
VL  - 2014
ER  -