Models for Risk Aggregation and Sensitivity Analysis: an Application to Bank Economic Capital

Author: Inanoglu Hulusi   Jacobs Michael  

Publisher: MDPI

E-ISSN: 1911-8074|2|1|118-189

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.2, Iss.1, 2009-12, pp. : 118-189

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Abstract