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Financial economics / Actuarial science / Financial regulation / Expected shortfall / Coherent risk measure / Basel II / Value at risk / Time consistency / Dynamic risk measure / Financial risk / Mathematical finance / Risk


SOME COMMENTS ON "FUNDAMENTAL REVIEW OF THE TRADING BOOK" PHILIPPE ARTZNER† , FREDDY DELBAEN‡ , AND KARL-THEODOR EISELE† With the document "Fundamental review of the trading book" the Basel Committee on Banking Sup
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Document Date: 2012-09-25 10:21:00

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File Size: 122,34 KB

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City

Vienna / /

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Facility

University of Osaka / /

IndustryTerm

supervisory accounting principle / law invariance / banking / insurance supervision / benchmark investment device / insurance accounting / /

Organization

University of Osaka / Osaka / Scuola Normale Superiore / Basel Committee on Banking Supervision / Swiss Association of Actuaries / /

Person

Astin Bulletin / FREDDY DELBAEN / KARL-THEODOR EISELE / /

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