Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems-Reference-Cited by-同舟云学术

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Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems

Published: Issue: Volume: Page:317-342
ISSN:
Container-title:Computational Methods in Financial Engineering
language:
Short-container-title:

Author:

Mitschele Andreas,Schlottmann Frank,Seese Detlef

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-540-77958-2_16.pdf

Reference43 articles.

1. Alexander, C.: 2003, The present, future and imperfect of financial risk management, Discussion papers in finance, ICMA Centre, University of Reading, UK.

2. Artzner, P., Delbaen, F., Eber, J.M. and Heath, D.: 1999, Coherent measures of risk, Mathematical Finance 9(3), 203–228.

3. Basel Committee on Banking Supervision: 1988, Internal Convergence of Capital Measurement and Capital Standards.

4. Basel Committee on Banking Supervision: 1996, Amendment to the Capital Accord to Incorporate Market Risks.

5. Basel Committee on Banking Supervision: 2006, Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the aggregation of credit, market and operational risks;Review of Quantitative Finance and Accounting;2013-12-28

2. RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY;International Journal of Information Technology & Decision Making;2012-11

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