External risk measures and Basel accords
Steven Kou; Xianhua Peng; Chris C. Heyde
| Year of publication: |
2013
|
|---|---|
| Authors: | Kou, Steven ; Peng, Xianhua ; Heyde, Chris C. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 38.2013, 3, p. 393-417
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| Subject: | financial regulation | capital requirements | risk measure | scenario analysis | robustness | expected shortfall | median shortfall | value-at-risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Messung | Measurement | Risikomanagement | Risk management | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements | Szenariotechnik | Scenario analysis |
| 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/10009787381