Economic capital and RAROC in a dynamic model
Year of publication: |
2021
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Authors: | Bauer, Daniel ; Zanjani, George |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-16
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Subject: | Risk management | Economic capital | Catastrophe reinsurance | RAROC | Risikomodell | Risk model | Risikomanagement | Finanzdienstleistung | Financial services | Rückversicherung | Reinsurance | Theorie | Theory | Bankrisiko | Bank risk |
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