Fundamental Review of the Trading Book : Risikomessung mit dem Expected Shortfall
Daniel Ziggel; Tobias Berens
| Year of publication: |
2015
|
|---|---|
| Authors: | Ziggel, Daniel ; Berens, Tobias |
| Published in: |
Brennpunkt Risikomanagement und Regulierung. - Köln : Bank Verlag GmbH, ISBN 3-86556-438-0. - 2015, p. 177-187
|
| Subject: | FRTB | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503303