Expected Shortfall
Year of publication: |
2015
|
---|---|
Authors: | Martin, Marcus R. W. |
Published in: |
Handbuch ICAAP. - Köln : Bank-Verlag GmbH, ISBN 978-3-86556-428-3. - 2015, p. 217-236
|
Subject: | Risikomaß | Risk measure | Basler Akkord | Basel Accord |
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