On the aggregation of credit, market and operational risks
Jianping Li; Xiaoqian Zhu; Cheng-Few Lee; Dengsheng Wu; Jichuang Feng
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Jianping ; Zhu, Xiaoqian ; Lee, Cheng F. ; Wu, Dengsheng ; Feng, Jichuang |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 1, p. 161-189
|
| Subject: | Credit risk | Market risk | Operational risk | Risk dependence | Risk aggregation | Copula | Kreditrisiko | Operationelles Risiko | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Bankrisiko | Bank risk | Multivariate Verteilung | Multivariate distribution | Marktrisiko | Theorie | Theory | Basler Akkord | Basel Accord | Aggregation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011327637