Department of Economics and Business Economics

Distance to compliance portfolios: An integrated shortfall measure for basel III

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Christian Schmaltz
  • Thomas Heidorn, Frankfurt School of Finance and Management
  • ,
  • Ingo Torchiani, Deutsche Bundesbank
Original languageEnglish
JournalJournal of Banking and Finance
Pages (from-to)87-101
Number of pages15
Publication statusPublished - 2018

    Research areas

  • Basel III, Impact studies, Integrated shortfall

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