Risk Management implications from the Basel III Fundamental Review of the Trading BookThe move from Value at Risk to Expected Shortfall

Additional Metadata
Keywords	Basel III, VaR, Expected Shortfall, Risk Management, Banking, Credit Default Swap
Thesis Advisor	Huurman, C.I., Tims, Ben
Persistent URL	hdl.handle.net/2105/34007
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	van Rhee, Jurjen. (2016, May 9). Risk Management implications from the Basel III Fundamental Review of the Trading BookThe move from Value at Risk to Expected Shortfall. Finance & Investments. Retrieved from http://hdl.handle.net/2105/34007

Publication