Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11147-013-9088-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121845255 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Introduction to Credit Risk Modeling / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Probability essentials / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Put Option Premiums and Coherent Risk Measures / rank | |||
Normal rank | |||
Latest revision as of 03:42, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital adequacy rules, catastrophic firm failure, and systemic risk |
scientific article |
Statements
Capital adequacy rules, catastrophic firm failure, and systemic risk (English)
0 references
2 December 2013
0 references
value at risk
0 references
leverage ratios
0 references
catastrophic failure
0 references
systemic risk
0 references
