Linking risk appetite to limits : a quantitative approach for practitioners
Goutam Sanyal, Srishti Mukherji
Year of publication: |
2022
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Authors: | Sanyal, Goutam ; Mukherji, Srishti |
Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 51.2022, 3, p. 215-235
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Subject: | Risk Appetite Framework | Risk Capacity | Risk Limits | Capital | Expected Loss | Stress Testing | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Risikopräferenz | Risk attitude |
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