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Basel II: Bank Risk estimation and managemen

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  • Ursulenko G.

Abstract

The abundance of risk metrics stems from the effort to measure the difference between the expected and actual returns, under a hypothesis of normality. The article depicts the Basel II accord, absolute and relative risk metrics, limitation of their usage.

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  • Ursulenko G., 2010. "Basel II: Bank Risk estimation and managemen," Bulletin of Taras Shevchenko National University of Kyiv. Economics. Вісник Киiвського нацiонального унiверситету iм. Тараса Шевченка. Серiя: Економiка, CyberLeninka;Издательско-полиграфический центр «Киевский университет», issue 117, pages 55-58.
    • Handle: RePEc:scn:013723:13952639
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    Cited by:

    1. Wu, Zhongqun & Yang, Chan & Zheng, Ruijin, 2022. "Developing a holistic fuzzy hierarchy-cloud assessment model for the connection risk of renewable energy microgrid," Energy, Elsevier, vol. 245(C).

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