Risk measures and capital requirements : a critique of the Solvency II approach
Year of publication: |
2013
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Authors: | Floreani, Alberto |
Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 38.2013, 2, p. 189-212
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Subject: | Solvency II | Value-at-Risk | prudential regulation | capital requirements | risk measures | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Theorie | Theory | Messung | Measurement | Bankrisiko | Bank risk | Risikomanagement | Risk management | Risikomodell | Risk model | Kapitalbedarf | Capital requirements | EU-Versicherungsrecht | European insurance law | Kreditrisiko | Credit risk | Betriebliche Liquidität | Corporate liquidity | Risiko | Risk |
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