The Risk Map : a new tool for validating risk models
Gilbert Colletaz; Christophe Hurlin; Christophe Pérignon
| Year of publication: |
2013
|
|---|---|
| Authors: | Colletaz, Gilbert ; Hurlin, Christophe ; Pérignon, Christophe |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 10, p. 3843-3854
|
| Subject: | Financial risk management | Tail risk | Basel III | Risikomanagement | Risk management | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Finanzrisiko | Financial risk | Kreditrisiko | Credit risk | Risiko | Risk | Risikomaß | Risk measure | Risikomodell | Risk model |
| 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/10010127439