On the aggregation of credit, market and operational risks

Review of Quantitative Finance and Accounting 2015 / 1 Vol. 44; Iss. 1

On the aggregation of credit, market and operational risks

Li, Jianping, Zhu, Xiaoqian, Lee, Cheng-Few, Wu, Dengsheng, Feng, Jichuang, Shi, Yong
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Volume:
44
Language:
english
Journal:
Review of Quantitative Finance and Accounting
DOI:
10.1007/s11156-013-0426-0
Date:
January, 2015
File:
PDF, 859 KB
english, 2015
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