Comprehensive risk measure : current challenges
Lukasz Prorokowski and Hubert Prorokowski
| Year of publication: |
2014
|
|---|---|
| Authors: | Prorokowski, Lukasz ; Prorokowski, Hubert |
| Published in: |
Journal of financial regulation and compliance : an international journal. - Bingley : Emerald, ISSN 1358-1988, ZDB-ID 1400767-8. - Vol. 22.2014, 3, p. 271-284
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| Subject: | Banks | Basel 2.5 | CDO pricing | CRM - comprehensive risk measure | IRC - incremental risk change | Regulatory capital charge | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikomanagement | Risk management | Bankenaufsicht | Banking supervision | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative | Beziehungsmarketing | Relationship marketing |
| 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/10010471080