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Journal of risk
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Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst
;
Madan, Dilip B.
;
Schoutens, Wim
- In:
Journal of risk
16
(
2013
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
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2
On the reliability of integrated risk measurement in practice
Grundke, Peter
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10009732826
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