A Darwinian view on internal models
Paul Embrechts
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Embrechts, Paul |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 1, p. 1-21
|
| Subject: | Basel Committee | internal models | model risk | quantitative risk management | robustness | standard models | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Theorie | Theory | Risikomaß | Risk measure | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2017.394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847418