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~institution:"Banco Central do Brasil"
~institution:"Friedrich-Schiller-Universität Jena"
~institution:"Pensions Institute"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Springer-Verlag GmbH"
~subject:"Basel Accord"
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Tail nonlinearly transformed risk measure : properties, decision theoretic analysis and application to portfolio selection and banking regulation
Bergk, Kerstin
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2021
Persistent link: https://www.econbiz.de/10012817169
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The correlation matrix of the Brazilian Central Bank's standard model for interest rate market risk
Rodrigues Neto, José Alvaro
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741764
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