An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III
- Creator: Uylangco, Katherine , Li, Siqiwen
- Resource Type: journal article
- Date: 2016
Insights into the financial crisis: a Minskyian perspective drawing on interviews with Australian regulators and risk managers
- Creator: Li, Siqiwen , Juniper, James
- Resource Type: conference paper
- Date: 2009
Adjustments to the Basel-II framework for prudential control as suggested by the current financial crisis
- Creator: Li, Siqiwen , Juniper, James
- Resource Type: conference paper
- Date: 2008