Regulatory Capital for Market and Credit Risk Interaction : Is Current Regulation Always Conservative?
| Year of publication: |
2016
|
|---|---|
| Authors: | Breuer, Thomas |
| Other Persons: | Jandacka, Martin (contributor) ; Rheinberger, Klaus (contributor) ; Summer, Martin (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Österreich | Austria | Schweiz | Switzerland | Währungsrisiko | Exchange rate risk |
| Description of contents: |
In the work of the Basel ...
|
freely available
| Extent: | 1 Online-Ressource (44 p) |
|---|---|
| Series: | Bundesbank Series 2 Discussion Paper ; No. 2008,14 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2008 erstellt |
| Other identifiers: | 10.2139/ssrn.2794017 [DOI] |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G20 - Financial Institutions and Services. General ; G32 - Financing Policy; Capital and Ownership Structure ; G28 - Government Policy and Regulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012989266