Risk aggregation and computation of total economic capital
Peter Grundke
| Year of publication: |
2009
|
|---|---|
| Authors: | Grundke, Peter |
| Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 229-251
|
| Subject: | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Operationelles Risiko | Operational risk | Berechnung | Calculation | Risikomanagement | Risk management | Bank | Versicherung | Insurance | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827006