The standard market risk model of the Swiss solvency test : an analytic solution
Andras Niedermayer
| Year of publication: |
2019
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|---|---|
| Authors: | Niedermayer, Andras |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 2, p. 59-71
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| Subject: | solvency regulation | capital adequacy requirements | computational methods | asset and liability management | portfolio optimization | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Schweiz | Switzerland | Theorie | Theory | Bilanzstrukturmanagement | Asset-liability management | Risikomodell | Risk model | Risikomanagement | Risk management | Bankrisiko | Bank risk | EU-Versicherungsrecht | European insurance law | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2019.370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111262