Risk aggregation and computation of total economic capital
Year of publication: |
2009
|
---|---|
Authors: | Grundke, Peter |
Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 229-251
|
Subject: | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Operationelles Risiko | Operational risk | Berechnung | Calculation | Risikomanagement | Risk management | Bank | Versicherung | Insurance | Theorie | Theory |
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