Granularity adjustment for risk measures: systematic vs unsystematic risks (Q2353916)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granularity adjustment for risk measures: systematic vs unsystematic risks |
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Granularity adjustment for risk measures: systematic vs unsystematic risks (English)
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10 July 2015
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value-at-risk
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granularity
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large portfolio
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credit risk
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systematic risk
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loss given default
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