Standard approaches to asset & liability risk** (Q5430556)
From MaRDI portal
scientific article; zbMATH DE number 5220283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Standard approaches to asset & liability risk** |
scientific article; zbMATH DE number 5220283 |
Statements
Standard approaches to asset & liability risk** (English)
0 references
16 December 2007
0 references
solvency
0 references
target capital
0 references
assets
0 references
liability
0 references
coherent risk measure
0 references
Value-at-Risk
0 references
