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Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project
Duellmann, Klaus (contributor) - 2006
Persistent link: https://www.econbiz.de/10003424668
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Messages from the academic literature on risk measurement for the trading book
2011
the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a …-at-riskʺ (VaR) should be interpreted henceforth in a broad sense as encompassing other common risk metrics, with the exception of … Section 3 in which risk metrics are compared directly. …
Persistent link: https://www.econbiz.de/10009238143