Equivalent Risk Indicators: VaR, TCE, and Beyond
Equivalent Risk Indicators: VaR, TCE, and Beyond
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Basel: MDPI AG
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English
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Basel: MDPI AG
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While a lot of research concentrates on the respective merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on the equivalence between such indicators. Further, TCE, despite its merits, may not be the most accurate indicator to take into account the nature of probability distr...
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Equivalent Risk Indicators: VaR, TCE, and Beyond
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TN_cdi_doaj_primary_oai_doaj_org_article_8b5b79a269d649ad91807e932c80ef29
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_8b5b79a269d649ad91807e932c80ef29
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ISSN
2227-9091
E-ISSN
2227-9091
DOI
10.3390/risks10080142
