Internal vs. External risk measures: how capital requirements differ in practice (Q613362)
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scientific article; zbMATH DE number 5828185
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Internal vs. External risk measures: how capital requirements differ in practice |
scientific article; zbMATH DE number 5828185 |
Statements
Internal vs. External risk measures: how capital requirements differ in practice (English)
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20 December 2010
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risk measures
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tail conditional expectation
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tail conditional median
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value-at-risk
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robust statistics
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0.8163998
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0.8035701
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0.7939517
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0.79087764
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0.7905816
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0.78906274
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0.78764796
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