Ingo Torchiani

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

29

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Integrated Shortfall Measure for Basel III

Bundesbank Discussion Paper No. 26/2017
Posted: 29 Sep 2017
Ingo Torchiani, Thomas Heidorn and Christian Schmaltz
Deutsche Bundesbank, Frankfurt School of Finance & Management gemeinn├╝tzige GmbH and Aarhus University
Downloads 29 (483,146)

Abstract:

Loading...

Basel III, linear programming, impact studies, integrated shortfall