Models for Risk Aggregation and Sensitivity Analysis : An Application to Bank Economic Capital
| Year of publication: |
2010
|
|---|---|
| Authors: | Inanoglu, Hulusi |
| Other Persons: | Jacobs, Michael (contributor) |
| Publisher: |
[2010]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Risikomanagement | Risk management | Sensitivitätsanalyse | Sensitivity analysis | Bankrisiko | Bank risk | Bank | Aggregation | Bankgeschäft | Banking services |
| Description of contents: |
A central challenge to th ...
|
freely available