| ID | 352904 |
| Title Proper | Evaluation of basel III revision of quantitative standards for implementation of internal models for market risk |
| Language | ENG |
| Author | Sharma (Meera) |
| `In' analytical Note | Management Review (IIMB) 24(4) Dec 2012pp234-244 |
| Journal Source | Management Review (IIMB) 24(4) Dec 2012pp234-244 |
| Classification Number | X62 |
| Key Words | Value-at-risk ; Basel III ; Conditional coverage ; Historical simulation ; Unconditional coverage |