Risk models-at-risk
Christophe M. Boucher; Jón Daníelsson; Patrick S. Kouontchou; Bertrand B. Maillet
| Year of publication: |
2014
|
|---|---|
| Authors: | Boucher, Christophe ; Daníelsson, Jón ; Kouontchou, Patrick S. ; Maillet, Bertrand |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 72-92
|
| Subject: | Model risk | Value-at-risk | Backtesting | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Bankrisiko | Bank risk | Theorie | Theory | Risikomodell | Risk model | Statistischer Test | Statistical test | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk |
| 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/10010410376