Model for quantifying risk in the DnB Group

Aas, Kjersti; Dimakos, Xeni Kristine

April 01, 2001

SAMBA

• Areas: Finance and Insurance
• Keywords: Total economic capital, credit risk, market risk, insurance risk, operational risk, simulation
• Page(s): 75
• Name and number of project: 220060
• Title: Model for quantifying risk in the DnB Group
• Author(s): Aas, Kjersti; Dimakos, Xeni Kristine
• Report number: SAMBA/05/01
• Published date: April 01, 2001