Capital requirements with defaultable securities (Q743142)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital requirements with defaultable securities |
scientific article |
Statements
Capital requirements with defaultable securities (English)
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22 September 2014
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acceptance sets
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eligible assets
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risk measures
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capital adequacy
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defaultable securities
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value-at-risk
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tail value-at-risk
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