Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
| Year of publication: |
2010
|
|---|---|
| Authors: | Tang, Dragon Yongjun ; Yan, Hong |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 4, p. 703-713
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