The Present, Future and Imperfect of Financial Risk Management
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More about this item
KeywordsFinancial risk assessment; risk control; RAROC; economic capital; regulatory capital; optimal allocation of resources;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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