A quantitative model to articulate the banking risk appetite framework
Year of publication: |
2016
|
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Authors: | Baldan, Cinzia ; Geretto, Enrico ; Zen, Francesco |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 9.2016, 2, p. 175-196
|
Subject: | banks | credit risk | market risk | operational risk | risk appetite framework | risk management | Risikomanagement | Risk management | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Operationelles Risiko | Operational risk | Marktrisiko | Market risk | Risiko | Risk |
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