Ingo Torchiani

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

An Integrated Shortfall Measure for Basel III

Bundesbank Discussion Paper No. 26/2017
Posted: 29 Sep 2017
Deutsche Bundesbank, Frankfurt School of Finance & Management and Aarhus UniversityTrue North Institute
Downloads 47 (526,541)

Abstract:

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Basel III, linear programming, impact studies, integrated shortfall