FRTB-CVA : Überarbeitung des Baseler CVA-Rahmenwerks
Patrick Büchel, Mario Schlener, Manuel Wittke
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Büchel, Patrick ; Schlener, Mario ; Wittke, Manuel |
| Published in: |
Marktrisikoregulierung im Umbruch. - Köln : Bank-Verlag GmbH, ISBN 3-86556-475-5. - 2016, p. 201-218
|
| Subject: | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Notes: | FRTB = Fudamental Review of the Trading Book CVA = Credit Valuation Adjustment |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596649