Item

Backtesting for risk-based regulatory capital

Kerkhof,F.L.J.
; 
Melenberg,B.
Abstract
Description
Pagination: 20
Date
2004
Journal Title
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Volume Title
Publisher
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Tilburg University Research Output Collection
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Keywords
SDG 10 - Reduced Inequalities
Citation
Kerkhof, F L J & Melenberg, B 2004, 'Backtesting for risk-based regulatory capital', Journal of Banking & Finance, vol. 28, pp. 1845-1865.
URI
https://hdl.handle.net/20.500.14602/42106
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