Climate-related financial risks : measurement methodologies
Year of publication: |
April 2021
|
---|---|
Institutions: | Basel Committee on Banking Supervision (issuing body) |
Publisher: |
[Basel] : Bank for International Settlements |
Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Finanzmarkt | Financial market | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 56 Seiten) Illustrationen |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
ISBN: | 978-92-9259-471-8 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli, (2022)
-
A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models
Huggenberger, Markus, (2010)
-
Can TDA Be a New Risk Measure? An Application to Finance of Persistent Homology
Sato, Masamichi, (2019)
- More ...
-
States, markets, and regimes in global finance
Porter, Tony, (1993)
-
Internationale Konvergenz der Eigenkapitalmessung und Eigenkapitalanforderungen
(1988)
-
The role of the Basle Committee on Banking Supervision in the regulation of international banking
Cornford, Andrew J., (1993)
- More ...