Using expected shortfall for credit risk regulation
Kjartan Kloster Osmundsen
| Year of publication: |
2018
|
|---|---|
| Authors: | Osmundsen, Kjartan Kloster |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 57.2018, p. 80-93
|
| Subject: | Bank regulation | Basel III | Credit risk | Expected shortfall | Tail risk | Theorie | Theory | Kreditrisiko | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Bankenregulierung | Risikomanagement | Risk management | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127600