Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

✍ Scribed by Thomas Breuer; Martin Jandačka; Klaus Rheinberger; Martin Summer

• Book ID: 116615368
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 474 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.03.013