Modeling Risk Weighted Assets and the Risk Sensitivity of Related Capital Requirements
Year of publication: |
2013
|
---|---|
Authors: | Eberlein, Ernst |
Other Persons: | Madan, Dilip B. (contributor) ; Schoutens, Wim (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Kapitalbedarf | Capital requirements | Risiko | Risk | Optionspreistheorie | Option pricing theory | Basler Akkord | Basel Accord | Bankrisiko | Bank risk |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2234789 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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