A framework to measure integrated risk (Q5697341)
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scientific article; zbMATH DE number 2214702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework to measure integrated risk |
scientific article; zbMATH DE number 2214702 |
Statements
A framework to measure integrated risk (English)
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17 October 2005
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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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