Systemic risk contributions : a credit portfolio approach
Natalia Puzanova; Klaus Düllmann
| Year of publication: |
2013
|
|---|---|
| Authors: | Puzanova, Natalia ; Düllmann, Klaus |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 4, p. 1243-1257
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| Subject: | Systemic risk | Systemic risk contributions | Systemic capital charge | Countercyclical capital buffer | Expected shortfall | Importance sampling | Systemrisiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Welt | World | Schätzung | Estimation | Finanzkrise | Financial crisis | Theorie | Theory |
| 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/10009719795