Risk aggregation with copula for banking industry
Toshinao Yoshiba
| Year of publication: |
2015
|
|---|---|
| Authors: | Yoshiba, Toshinao |
| Publisher: |
Tokyo : Inst. for Monetary and Economic Studies, Bank of Japan |
| Subject: | copula | multivariate distribution | tail dependence | risk aggregation | economic capital | Finanzdienstleistung | Financial services | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risikomaß | Risk measure | Bank | Bankrisiko | Bank risk | Aggregation | Zeitreihenanalyse | Time series analysis |
| Extent: | Online-Ressource (18 S.) |
|---|---|
| Series: | IMES discussion paper series / Englische Ausgabe. - Tokyo : Inst., ZDB-ID 2400203-3. - Vol. 2015,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011375924