Expected loss and impact of risk : backtesting parameter-based expected loss in a Basel II framework
Wolfgang Reitgruber
| Year of publication: |
2013
|
|---|---|
| Authors: | Reitgruber, Wolfgang |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013, 3, p. 59-84
|
| Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Messung | Measurement | 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/10010480648