Standard approaches to asset & liability risk** (Q5430556)
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scientific article; zbMATH DE number 5220283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Standard approaches to asset & liability risk** |
scientific article; zbMATH DE number 5220283 |
Statements
Standard approaches to asset & liability risk** (English)
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16 December 2007
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solvency
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target capital
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assets
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liability
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coherent risk measure
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Value-at-Risk
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