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zukünftige Forschungsaktivitäten. -- Unternehmensstrategie ; Diversifikation ; Planung ; Portfolio ; Überblick …
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The paper examines potential underreporting of risk in trading books. Namely, the co-movement of the VaR Diversification and the equity ratio is studied. Banks report - after controlling for counterfactual observable correlation - a higher diversification and thereby a lower VaR if equity is...
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