RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES |
scientific article |
Statements
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (English)
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22 February 2007
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convex risk measures
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general capital requirement
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risk measures for processes
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dual representation
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credit constraint
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