IRC and CRM: Modelling Framework for the ‘Basel 2.5’ Risk Measures
| Year of publication: |
2013
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|---|---|
| Authors: | Wilkens, Sascha ; Brunac, Jean‐Baptiste ; Chorniy, Vladimir |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 19.2013, 4, p. 801-829
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