Use this url to cite publication: https://cris.mruni.eu/cris/handle/007/40018
Adaptation of Bank's X risk management model to the new basel capital accord using algorithm based on paired comparison
Type of publication
Straipsnis kitame recenzuojamame leidinyje / Article in other peer-reviewed edition (S5)
Author(s)
| Author(s) | |||
|---|---|---|---|
Gaulia, Algimantas | Kauno technologijos universitetas | ||
Kauno technologijos universitetas | Vilniaus universitetas |
Title
Adaptation of Bank's X risk management model to the new basel capital accord using algorithm based on paired comparison
Date Issued
| Date Issued |
|---|
2006 |
Extent
p. 48-57
Is part of
Vadyba = Management / Vilnius University. Vilnius : Vilniaus universitetas, 2006, nr. 2(11).
Field of Science
Keywords (en)
Abstract (en)
Commercial banks face new challenges in risk management as they adapt their risk management systems to the New Basel Capital Record, or Basel II. Basel II offers choice of alternative risk management tools, ranging from simple risk weight approachtes to advanced statistical data based approaches. Banks have to choose optimal for them risk management methods and implement them. One method for choosing the alternatives is studied in this paper. [...].
Type of document
type::text::journal::journal article::research article
ISSN (of the container)
1822-3133
eLABa
2775605
Coverage Spatial
Lietuva / Lithuania (LT)
Language
Anglų / English (en)
Bibliographic Details
7