Ingo Torchiani

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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An Integrated Shortfall Measure for Basel III

Bundesbank Discussion Paper No. 26/2017

Posted: 29 Sep 2017

Ingo Torchiani, Thomas Heidorn, Christian Schmaltz and Christian Schmaltz

Deutsche Bundesbank, Frankfurt School of Finance & Management and Aarhus UniversityTrue North Institute

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