TY  - RPRT
AU  - McAleer, Michael
AU  - Jiménez Martín, Juan Ángel
AU  - Pérez Amaral, Teodosio
PY  - 2012
UR  - https://hdl.handle.net/20.500.14352/49122
AB  - The Basel II 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 or more risk models to...
LA  - eng
KW  - Value-at-Risk (VaR)
KW  - Daily capital charges
KW  - Violation penalties
KW  - Optimizing strategy
KW  - Risk forecasts
KW  - Aggressive or conservative risk management strategies
KW  - Basel Accord
KW  - Global financial crisis.
TI  - Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
TY  - technical report
VL  - 2012
ER  -