Model Risk in the Fundamental Review of the Trading Book : The Case of the Default Risk Charge
Year of publication: |
2018
|
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Authors: | Wilkens, Sascha |
Other Persons: | Predescu, Mirela (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk Model Validation, Vol. 12, No. 4, 2018, pp. 1-26 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2018 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.3053426 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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