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A framework to measure integrated risk - MaRDI portal

A framework to measure integrated risk (Q5697341)

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scientific article; zbMATH DE number 2214702
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English
A framework to measure integrated risk
scientific article; zbMATH DE number 2214702

    Statements

    title
    A framework to measure integrated risk (English)
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    author
    E. A. Medova
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    Robert G. Smith
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    publication date
    17 October 2005
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    zbMATH Keywords
    risk measurement
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    market risk
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    credit risk
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    pre-settlement risk
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    integrated risk
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    structural credit models
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    economic capital
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    foreign exchange forward
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    Identifiers

    zbMATH DE Number
    2214702
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    OpenAlex ID
    W1970926623
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