The Supervisor's Portfolio : The Market Price Risk of German Banks from 2001 to 2003 - Analysis and Models for Risk Aggregation
Year of publication: |
2016
|
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Authors: | Memmel, Christoph |
Other Persons: | Wehn, Carsten (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Deutschland | Germany | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Aggregation | Bankrisiko | Bank risk | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (40 p) |
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Series: | Bundesbank Series 2 Discussion Paper ; No. 2005,02 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
Other identifiers: | 10.2139/ssrn.2793960 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; G11 - Portfolio Choice ; G28 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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