Standardansatz zur Messung von Kontrahentenausfallrisiken (SA-CCR)
Djamshid Bakiev, Falko Döring, Olivier Kortmann
| Year of publication: |
2015
|
|---|---|
| Authors: | Bakiev, Djamshid ; Döring, Falko ; Kortmann, Olivier |
| Published in: |
Brennpunkt Risikomanagement und Regulierung. - Köln : Bank Verlag GmbH, ISBN 3-86556-438-0. - 2015, p. 213-241
|
| Subject: | Kreditrisiko | Credit risk | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Notes: | SA-CCR = Standardised Approach for Measuring Counterparty Credit Risk |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503299