Forward-looking tail risk exposures at US Bank Holding Companies
Year of publication: |
2012
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Authors: | Knaup, Martin ; Wagner, Wolf |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 42.2012, 1/2, p. 35-54
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Subject: | Tail risk | Forward-looking | Banks | Systemic crisis | Bank | USA | United States | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risikomanagement | Risk management | Holding | Holding company | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk |
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