Capital requirements with defaultable securities
Walter Farkas; Pablo Koch-Medina; Cosimo Munari
| Year of publication: |
2014
|
|---|---|
| Authors: | Farkas, Walter ; Koch Medina, Pablo ; Munari, Cosimo-Andrea |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 58-67
|
| Subject: | Acceptance sets | Eligible assets | Risk measures | Capital adequacy | Defaultable securities | Value-at-Risk | Tail Value-at-Risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kapitalbedarf | Capital requirements | Wertpapier | Securities | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366206