Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Thomas Breuer; Martin Jandačka; Klaus Rheinberger; Martin Summer
| Year of publication: |
2010
|
|---|---|
| Authors: | Breuer, Thomas ; Jandačka, Martin ; Rheinberger, Klaus ; Summer, Martin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 703-712
|
| Subject: | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Risikomanagement | Risk management | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003966039