Centro de Documentacion de Fundación MAPFRE - Challlenging times for VAR : Basel II

MAP20090095557

Challlenging times for VAR : Basel II / John Ferry

Sumario: With 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

En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/03/2009 Tomo 22 Número 3 - 2009, p. 25-27

1. Basilea II . 2. Crisis financiera . 3. Cambio estratégico . 4. Valoración de riesgos . 5. Riesgo financiero . 6. Supervisión financiera . 7. Banca . 8. Gestión de crisis . I. Título.