Critical appraisal of the Basel fundamental review of the trading book regulations
J. Orgeldinger
| Year of publication: |
2017
|
|---|---|
| Authors: | Orgeldinger, J. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 10.2016/2017, 3, p. 257-275
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| Subject: | fundamental review of the trading book (FRTB) | internal model approach (IMA) | revised standardised model | factor models | risk contribution | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Welt | World | Risikomanagement | Risk management |
| 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/10011800765