Scenario based principal component value-at-risk : an application to Italian banks' interest Rate risk exposure
by Roberta Fiori and Simonetta Iannotti
| Year of publication: |
2006
|
|---|---|
| Authors: | Fiori, Roberta ; Iannotti, Simonetta |
| Publisher: |
Roma : Banca d'Italia |
| Subject: | Zinsrisiko | Interest rate risk | Italien | Italy | Risikomaß | Risk measure | Bank | Risikomanagement | Risk management | Bankrisiko | Bank risk |
| Extent: | 52 S. |
|---|---|
| Series: | Temi di discussione del Servizio Studi / Banca d'Italia. - Roma, ZDB-ID 2265664-9. - Vol. 602 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.bancaditalia.it/ricerca/consultazioni/temidi/td06/td602_06/td602/tema_602.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013439568