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GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo ; AraujoSantos, Paulo .
In: Mathematics and Computers in Simulation (MATCOM).
RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237.

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  1. An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:86-98.

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