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

Standard

Distance to compliance portfolios : An integrated shortfall measure for basel III. / Schmaltz, Christian; Heidorn, Thomas; Torchiani, Ingo.

In: Journal of Banking and Finance, Vol. 87, 2018, p. 87-101.

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

Harvard

APA

CBE

MLA

Vancouver

Author

Schmaltz, Christian ; Heidorn, Thomas ; Torchiani, Ingo. / Distance to compliance portfolios : An integrated shortfall measure for basel III. In: Journal of Banking and Finance. 2018 ; Vol. 87. pp. 87-101.

Bibtex

@article{ea8166171afa49baa75a56597b7937f8,
title = "Distance to compliance portfolios: An integrated shortfall measure for basel III",
keywords = "Basel III, Impact studies, Integrated shortfall",
author = "Christian Schmaltz and Thomas Heidorn and Ingo Torchiani",
year = "2018",
doi = "10.1016/j.jbankfin.2017.09.002",
language = "English",
volume = "87",
pages = "87--101",
journal = "Journal of Banking & Finance",
issn = "0378-4266",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - Distance to compliance portfolios

T2 - An integrated shortfall measure for basel III

AU - Schmaltz, Christian

AU - Heidorn, Thomas

AU - Torchiani, Ingo

PY - 2018

Y1 - 2018

KW - Basel III

KW - Impact studies

KW - Integrated shortfall

UR - http://www.scopus.com/inward/record.url?scp=85033592556&partnerID=8YFLogxK

U2 - 10.1016/j.jbankfin.2017.09.002

DO - 10.1016/j.jbankfin.2017.09.002

M3 - Journal article

VL - 87

SP - 87

EP - 101

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

SN - 0378-4266

ER -