Market risk modeling framework under Basel
Year of publication: |
[2017]
|
---|---|
Authors: | Zhang, Han |
Published in: |
Commercial banking risk management : regulation in the wake of the financial crisis. - New York, NY, U.S.A. : Palgrave Macmillan, ISBN 978-1-137-59441-9. - 2017, p. 35-52
|
Subject: | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risikomanagement | Risk management | Marktrisiko | Market risk | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Theorie | Theory |
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