Oceňování kreditního rizika
According to the rules stated in the Basel II document banks are obliged to calculate risk capital on the basis of expected value of credit risk and in particular on the basis of some of its characteristics among which is Value at Risk (VaR) also ranked. It can be calculated for example by the metho...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-267260 |