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 Style AAA Style APA 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, July 8). The Basel III regulation: is the difference between ES 97.5% and VaR 99% related to size?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/30694

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