Showing 1 - 10 of 7,261
Persistent link: https://www.econbiz.de/10001704571
Persistent link: https://www.econbiz.de/10002259671
Persistent link: https://www.econbiz.de/10011456529
Persistent link: https://www.econbiz.de/10008659112
Persistent link: https://www.econbiz.de/10003794070
Regulatory capital for trading book positions includes two components that cover different risks but apply to the same portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic capital. Although it is known that joint market...
Persistent link: https://www.econbiz.de/10011299075
Persistent link: https://www.econbiz.de/10001665507
Persistent link: https://www.econbiz.de/10001566984
Persistent link: https://www.econbiz.de/10001567050