Estimating total risk

Aas, Kjersti; Dimakos, Xeni Kristine; Laading, Jacob K.;Teigland, André

November 01, 2000

SAMBA

• Areas: Bank, finans, forsikring
• Keywords: Total economic capital, multi-year time horizon, credit risk, market risk, insurance risk, operational risk, simulation
• Page(s): 72
• Name and number of project: 220060, DNBTOTAL
• Title: Estimating total risk
• Author(s): Aas, Kjersti; Dimakos, Xeni Kristine; Laading, Jacob K.;Teigland, André
• Report number: SAMBA/20/00
• Published date: November 01, 2000