Backtesting for risk-based regulatory capital

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@article{4d60bf7aa0f94dfab0adf02ff863cb3d,

title = "Backtesting for risk-based regulatory capital",

author = "F.L.J. Kerkhof and B. Melenberg",

note = "Pagination: 20",

year = "2004",

language = "English",

volume = "28",

pages = "1845--1865",

journal = "Journal of Banking \& Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

}