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Value at Risk model for credit risk under Basel II Source: Aikman et... | Download Scientific Diagram
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Risk-Weighted Assets: Definition and Place in Basel III
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Cornish-Fisher Expansion and Value-at-Risk: Cornish-Fisher Expansion and Value-at-Risk Methods in Application to Risk Management of Large Portfolios: Maria Sjöstrand, Özlem Aktas: 9783846515358: Amazon.com: Books
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![PDF] An Evaluation of the Effectiveness of Value at Risk ( VaR ) models for Australian Banks under Basel III | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/e035c9e7b74b464876b6ebfb51a3f75844345b21/14-Figure1-1.png "PDF] An Evaluation of the Effectiveness of Value at Risk ( VaR ) models for Australian Banks under Basel III | Semantic Scholar")
PDF] An Evaluation of the Effectiveness of Value at Risk ( VaR ) models for Australian Banks under Basel III | Semantic Scholar
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Value at Risk model for credit risk under Basel II Source: Aikman et... | Download Scientific Diagram
