Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585)
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scientific article; zbMATH DE number 6981882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Attribution Using the Shapley Value: Methodology and Policy Applications |
scientific article; zbMATH DE number 6981882 |
Statements
Risk Attribution Using the Shapley Value: Methodology and Policy Applications (English)
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20 November 2018
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risk attribution
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bank-specific risk
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Shapley value
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