On the reliability of integrated risk measurement in practice
Year of publication: |
2013
|
---|---|
Authors: | Grundke, Peter |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 3, p. 87-110
|
Subject: | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Zinsrisiko | Interest rate risk | Kapitalbedarf | Capital requirements | Simulation |
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