Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10003758293
In the work of the Basel Committee there has been a tradition of distinguishing market from credit risk and to treat both categories independently in the calculation of risk capital. In practice positions in a portfolio depend simultaneously on both market and credit risk factors. In this case,...
Persistent link: https://www.econbiz.de/10003721591