Stressed Correlations and Volatilities - How to Fulfill Requirements of the Basel Committee

제목
Stressed Correlations and Volatilities - How to Fulfill Requirements of the Basel Committee
저자
Baeho Kim
학회명
Fifth Annual Risk Management Conference: Global Imbalances and their Risk Management Implications
개최국가
싱가포르
학회 개최일
2011-07-07 ~ 2011-07-08