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Volumn 34, Issue 4, 2010, Pages 697-702

Interaction of market and credit risk

Author keywords

Aggregation of risks; Banking; Financial regulation; Risk management

Indexed keywords


EID: 75849160836     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.10.013     Document Type: Editorial
Times cited : (31)

References (30)
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    • Does adding up of economic capital for market and credit risk amount always to conservative risk estimates?
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    • Recovery rates, default probabilities and the credit cycle
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.