Measuring economic capital using loss distributions
Osei Antwi, Alice Constance Mensah, Martin Owusu Amoamah, Dadzie Joseph
| Year of publication: |
2013
|
|---|---|
| Authors: | Antwi, Osei ; Mensah, Alice Constance ; Amoamah, Martin Owusu ; Joseph, Dadzie |
| Published in: |
International journal of economics, finance and management sciences : IJEFM. - [New York, NY] : Science Publishing Group, ISSN 2326-9553, ZDB-ID 2758929-8. - Vol. 1.2013, 6, p. 406-412
|
| Subject: | Economic Capital | Unexpected Loss | Obligor | Asset Value Correlation | Joint Probability of Default | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Verlust | Loss | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010342134