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Challlenging times for VAR : Basel II

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20090095557
003  MAP
005  20091105160945.0
008  091103e20090315esp|| p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎921.91
100  ‎$0‎MAPA20080650353‎$a‎Ferry, John
24510‎$a‎Challlenging times for VAR‎$b‎: Basel II‎$c‎John Ferry
520  ‎$a‎With the release of three new consultation papers in January, the Basel Committee has come up with its most ambitious plans yet for tackling the challenges presented by the financial crisis. But its proposal to overhaul VAR models is coming in for some fierce criticism
650 1‎$0‎MAPA20080553340‎$a‎Basilea II
650 1‎$0‎MAPA20080579814‎$a‎Crisis financiera
650 1‎$0‎MAPA20080583873‎$a‎Cambio estratégico
650 1‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
650 1‎$0‎MAPA20080582418‎$a‎Riesgo financiero
650 1‎$0‎MAPA20080608811‎$a‎Supervisión financiera
650 1‎$0‎MAPA20080538217‎$a‎Banca
650 1‎$0‎MAPA20080580698‎$a‎Gestión de crisis
7730 ‎$w‎MAP20077002387‎$t‎Risk : risk management, derivatives, structured products‎$d‎Southwick, West Sussex : Incisive Financial Publishing, 2007-‎$x‎0952-8776‎$g‎15/03/2009 Tomo 22 Número 3 - 2009, p. 25-27