Impact of a switch from Basel II to Basel III regulatory framework on size and time variability of market risk capital charges of commercial banks

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Keywords	Basel III, Value at risk, Portfolio optimisation
Persistent URL	hdl.handle.net/2105/31764
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	Meresinski, P.S. (2015, August 21). Impact of a switch from Basel II to Basel III regulatory framework on size and time variability of market risk capital charges of commercial banks. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31764

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