Adverse risk interaction : an integrated approach
Miloš Božović, Jelena Ivanović
| Year of publication: |
September 2017
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|---|---|
| Authors: | Božović, Miloš ; Ivanović, Jelena |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 65.2017, p. 67-74
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| Subject: | risk interaction | integrated market and credit risk assessment | banking book | economic capital | macroeconomic stress tests | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.04.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813551