Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Year of publication: |
2012
|
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Authors: | Völker, Florian ; Cremers, Heinz ; Panzer, Christof |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management |
Subject: | Risikomaß | Marktliquidität | Basler Akkord | Market Risk | Market Liquidity Risk | Market Microstructure | Liquidity-adjusted Value-at-Risk | Basel III | Liquidity Coverage Ratio | Liquid Assets |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 729607461 [GVK] hdl:10419/66666 [Handle] RePEc:zbw:fsfmwp:198 [RePEc] |
Classification: | C1 - Econometric and Statistical Methods: General ; C14 - Semiparametric and Nonparametric Methods ; C16 - Specific Distributions ; D4 - Market Structure and Pricing ; G1 - General Financial Markets ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian, (2012)
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Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian, (2012)
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Hernandez, Adan Diaz, (2010)
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Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian, (2012)
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Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian, (2012)
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Englisch, Rainer, (2008)
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