Borio, Claudio E. V.; Tsatsaronis, Kostas - Bank for International Settlements (BIS) - 2005
financial characteristics, it should cover three different types, viz: estimates of the current financial condition ("first …-moment information"); estimates of risk profiles ("risk information"); and measures of the uncertainty surrounding both kinds of estimate … focused on micro information and, within it, on estimates of the current financial condition; by contrast, risk information …