Handlungsalternativen einer Genossenschaftsbank im Investmentprozess unter Berücksichtigung der Risikotragfähigkeit
Year of publication: |
2007
|
---|---|
Authors: | Traughber, Patrick ; Cremers, Heinz |
Institutions: | Frankfurt School of Finance and Management |
Subject: | Risk management | risk capacity | value-at-risk | investment decision | benchmark | risk capital allocation | present value | bank controlling |
Extent: | application/pdf |
---|---|
Series: | Frankfurt School - Working Paper Series. - ISSN 1436-9753. |
Type of publication: | Book / Working Paper |
Language: | German |
Notes: | Number 79 |
Source: |
-
Traughber, Patrick, (2007)
-
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto, (2023)
-
Allocation of risk capital based on iso-entropic coherent risk measure
Zheng, Chengli, (2015)
- More ...
-
Ratingverfahren: Diskriminanzanalyse versus Logistische Regression
Braun, Daniel, (2011)
-
Modellierung von Zinsstrukturkurven
Hewicker, Harald, (2011)
-
Fixed income strategies for trading and for asset management
Tinschert, Jonas, (2012)
- More ...