Approximate value-at-risk calculation for heterogeneous loan portfolios : possible enhancements of the Basel II methodology
Natalia Puzanova; Sikandar Siddiqui; Mark Trede
| Year of publication: |
2009
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|---|---|
| Authors: | Puzanova, Natalia ; Siddiqui, Sikandar ; Trede, Mark |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 5.2009, 4, p. 374-392
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| Subject: | Risikomaß | Risk measure | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003933629