IRC and CRM : modelling framework for the "Basel 2.5" risk measures
Sascha Wilkens, Jean-Baptiste Brunac and Vladimir Chorniy
| Year of publication: |
2013
|
|---|---|
| Authors: | Wilkens, Sascha ; Brunac, Jean-Baptiste ; Chorniy, Vladimir |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 19.2013, 4, p. 801-829
|
| Subject: | incremental risk | IRC | comprehensive risk | CRM | basel 2.5 | Beziehungsmarketing | Relationship marketing | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Messung | Measurement | Bankenaufsicht | Banking supervision |
| 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/10010237356