Capital Requirements for Market Risks Based on Inhouse Models - Aspects of Quality Assessment


Hellwig, Martin ; Staub, Markus


URL: http://www.sjes.ch/papers/1996-IV-22.pdf
Additional URL: http://EconPapers.repec.org/RePEc:ses:arsjes:1996-...
Document Type: Article
Year of publication: 1996
The title of a journal, publication series: Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik
Volume: 132
Issue number: 4
Page range: 755-776
Place of publication: Bern [u.a.]
Publishing house: Lang
ISSN: 0303-9692 , 2235-6282
Publication language: English
Institution: School of Law and Economics > VWL, Wirtschaftstheorie (Kübler -2011)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Hellwig, Martin ; Staub, Markus (1996) Capital Requirements for Market Risks Based on Inhouse Models - Aspects of Quality Assessment. Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik Bern [u.a.] 132 4 755-776 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item