An analysis of VaR-based capital requirements

B-Tier

Journal: Journal of Financial Intermediation

Year: 2006

Volume: 15

Issue: 3

Pages: 362-394

Authors (2)

Cuoco, Domenico (not in RePEc) Liu, Hong (Washington University in St. L...)

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