Items where Subject is "15 COMMERCE, MANAGEMENT, TOURISM AND SERVICES > 1502 Banking, Finance and Investment > 150202 Financial Econometrics"
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Li, Siqiwen (2014) Emerging Trends in Smart Banking: risk management under Basel II and III. Research Essentials Collection . IGI Global, Hershy, PA, USA.
Uylangco, Katherine, and Li, Siqiwen (2013) An evaluation of the effectiveness of Value at Risk (VaR) models for Australian banks under Basel III. In: Papers from the World Finance and Banking Symposium . From: World Finance and Banking Symposium, 16-17 December 2013, Beijing, China.