Internal vs. External risk measures: how capital requirements differ in practice (Q613362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Internal vs. External risk measures: how capital requirements differ in practice |
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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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