Quantifying credit and market risk under Solvency II: standard approach versus internal model (Q2447420)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying credit and market risk under Solvency II: standard approach versus internal model |
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Quantifying credit and market risk under Solvency II: standard approach versus internal model (English)
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25 April 2014
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Solvency II
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internal model
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rating-based credit risk model
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market risk
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credit risk
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