Supervisor's portfolio : the market price risk of German banks from 2001 to 2004 ; analysis and models for risk aggregation
Christoph Memmel and Carsten S. Wehn
| Year of publication: |
2006
|
|---|---|
| Authors: | Memmel, Christoph ; Wehn, Carsten |
| Published in: |
Journal of banking regulation. - Basingstoke : Palgrave Macmillan, ISSN 1745-6452, ZDB-ID 2187925-4. - Vol. 7.2006, 3/4, p. 310-325
|
| Subject: | Bankrisiko | Bank risk | Aggregation | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Deutschland | Germany | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370070