Integrated Market and Credit Portfolio Models Risk Measurement and Computational Aspects /
Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk position is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk mod...
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| Format: | Electronic eBook |
| Language: | English |
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Wiesbaden :
Gabler,
2008.
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| Online Access: | Full Text via HEAL-Link |
