Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Michael Jacobs Jr.
| Year of publication: |
2014
|
|---|---|
| Authors: | Jacobs, Michael <Jr.> |
| Published in: |
Journal of financial regulation and compliance : an international journal. - Bingley : Emerald, ISSN 1358-1988, ZDB-ID 1400767-8. - Vol. 22.2014, 3, p. 252-270
|
| Subject: | Credit risk | Counterparty credit risk | Basel | Market risk | Kreditrisiko | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Derivat | Derivative | Bankenaufsicht | Banking supervision | Marktrisiko |
| 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/10010471082