The Basel III regulation: is the difference between ES 97.5% and VaR 99% related to size?

Additional Metadata
Keywords	Market risk, Basel III, Value at risk
Thesis Advisor	Zhou, C., Dzhelepska, M.B.
Persistent URL	hdl.handle.net/2105/30694
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Coppens, P.R. (2015). The Basel III regulation: is the difference between ES 97.5% and VaR 99% related to size?. In Finance & Investments.http://hdl.handle.net/2105/30694

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