The Role of Model Risk in Extreme Value Theory for Capital Adequacy
Year of publication: |
2018
|
---|---|
Authors: | Kellner, Ralf |
Other Persons: | Roesch, Daniel (contributor) ; Scheule, Harald (Harry) (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Ausreißer | Outliers | Basler Akkord | Basel Accord |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk 18(6), 2016, 39-70 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2016 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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