Models for Risk Aggregation and Sensitivity Analysis : An Application to Bank Economic Capital
| Year of publication: |
2010
|
|---|---|
| Authors: | Inanoglu, Hulusi |
| Other Persons: | Jacobs, Michael (contributor) |
| Publisher: |
[2010]: [S.l.] : SSRN |
| Subject: | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Bank | Sensitivitätsanalyse | Sensitivity analysis | Bankrisiko | Bank risk | Aggregation |
| Description of contents: |
A central challenge to th ...
|
freely available
| Extent: | 1 Online-Ressource (59 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 12, 2009 erstellt |
| Other identifiers: | 10.2139/ssrn.1433065 [DOI] |
| Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; C1 - Econometric and Statistical Methods: General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013152309