Value at risk, bank equity and credit risk
Year of publication: |
2003
|
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Authors: | Broll, Udo ; Wahl, Jack E. |
Publisher: |
Dresden : Technische Universität Dresden, Fakultät Wirtschaftswissenschaften |
Subject: | Bank | Eigenkapital | Kreditrisiko | Bankrisiko | Risikomanagement | Theorie | Risikomaß | equity capital | value at risk | banking | risk management | asset/liability management | credit risk |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 822343355 [GVK] hdl:10419/48151 [Handle] RePEc:zbw:tuddps:0403 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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