AI helps you reading Science

AI generates interpretation videos

AI extracts and analyses the key points of the paper to generate videos automatically


pub
Go Generating

AI Traceability

AI parses the academic lineage of this thesis


Master Reading Tree
Generate MRT

THE TEN COMMANDMENTS FOR OPTIMIZING VALUE-AT-RISK AND DAILY CAPITAL CHARGES

JOURNAL OF ECONOMIC SURVEYS, no. SP5 (2009): 831-849

Cited: 68|Views20
WOS SCOPUS
Full Text
Bibtex

Abstract

Credit risk is the most important type of risk in terms of monetary value. Another key risk measure is market risk, which is concerned with stocks and bonds, and related financial derivatives, as well as exchange rates and interest rates. This paper is concerned with market risk management and monitoring under the Basel II Accord, and pre...More

Code:

Data:

0
Your rating :

No Ratings

Tags
Comments
数据免责声明
页面数据均来自互联网公开来源、合作出版商和通过AI技术自动分析结果,我们不对页面数据的有效性、准确性、正确性、可靠性、完整性和及时性做出任何承诺和保证。若有疑问,可以通过电子邮件方式联系我们:report@aminer.cn