Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 91G50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6235247
@@ Property / zbMATH DE Number: 6235247 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+value at risk
@@ Property / zbMATH Keywords: value at risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+leverage ratios
@@ Property / zbMATH Keywords: leverage ratios / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+catastrophic failure
@@ Property / zbMATH Keywords: catastrophic failure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+systemic risk
@@ Property / zbMATH Keywords: systemic risk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11147-013-9088-2
+Normal rank
@@ Property / OpenAlex ID @@
+W3121845255
@@ Property / OpenAlex ID: W3121845255 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Credit Risk Modeling
@@ Property / cites work: An Introduction to Credit Risk Modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Probability essentials
@@ Property / cites work: Probability essentials / rank @@
+Normal rank
@@ Property / cites work @@
+Put Option Premiums and Coherent Risk Measures
@@ Property / cites work: Put Option Premiums and Coherent Risk Measures / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:385654