APA (7th ed.) Citation

(2023). Sensitivities-based method and expected shortfall for market risk under FRTB: Its impact on options risk capital.

Chicago Style (17th ed.) Citation

Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact on Options Risk Capital. 2023.

MLA (8th ed.) Citation

Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact on Options Risk Capital. 2023.

Warning: These citations may not always be 100% accurate.