Trading book and credit risk : how fundamental is the Basel review?
Year of publication: |
December 2016
|
---|---|
Authors: | Laurent, Jean-Paul ; Sestier, Michael ; Thomas, Stéphane |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 73.2016, p. 211-223
|
Subject: | Fundamental review of the trading book | Portfolio credit risk modeling | Factor models | Risk contribution | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Risikomaß | Risk measure |
-
McCullagh, Orla, (2023)
-
Bröker, Frank, (2000)
-
External risk measures and Basel accords
Kou, Steven, (2013)
- More ...
-
Trading Book and Credit Risk : How Fundamental is the Basel Review?
Laurent, Jean-Paul, (2017)
-
Impacts de la contrefaçon et de la piraterie en Europe
Reboul, Yves, (2004)
-
M&A-Transaktionen : Deutschland und Frankreich
Hummitzsch, Erik, (2013)
- More ...