TY  - RPRT
AU  - McAleer, Michael
AU  - Jiménez-Martín, Juan-Ángel
AU  - Pérez-Amaral, Teodosio
PY  - 2009
UR  - https://hdl.handle.net/20.500.14352/49270
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
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico
KW  - Value-at-Risk (VaR)
KW  - Daily capital charges
KW  - Exogenous andendogenous violations
KW  - Violation penalties
KW  - Optimizing strategy
KW  - Risk forecasts
KW  - Aggressive or conservative risk management strategies
KW  - Basel II Accord
KW  - Financial crisis.
TI  - Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
TY  - technical report
VL  - 2009
ER  -