Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10002094831
Persistent link: https://www.econbiz.de/10003631757
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are...
Persistent link: https://www.econbiz.de/10013521007