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Minimum capital requirements for banks in market risk: The challenge of a shift from value at risk to expected shortfall risk measure
(Ανοικτό Πανεπιστήμιο Κύπρου, 2018-05)
Financial Institutions today are, more than ever before, subject to various types of risks which shareholders, investors and regulators expect to be timely and accurately evaluated in order to prevent financial crises. ...