Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

Journal of Banking and Finance

Volumn 34, Issue 4, 2010, Pages 703-712

  Breuer, Thomas ^a   Jandačka, Martin ^a   Rheinberger, Klaus ^a   Summer, Martin ^b  

^a FH Vorarlberg   (Austria)

^b OESTERREICHISCHE NATIONALBANK   (Austria)

Author keywords

Banking regulation; Foreign currency loans; Integrated analysis of market risk and credit risk; Risk management

Indexed keywords

EID: 75849159507     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.03.013     Document Type: Article

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