Value-at-risk vs. building block regulation in banking

B-Tier

Journal: Journal of Financial Intermediation

Year: 2004

Volume: 13

Issue: 2

Pages: 96-131

Authors (2)

Dangl, Thomas (not in RePEc) Lehar, Alfred (Universität Wien)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count