Archived publication
Archived publication
Totalrisikomodell for DnB NOR: Brukermanual
June 01, 2005
SAMBA
- Areas: Bank, finans, forsikring og el-kraft
- Keywords: Total økonomisk kapital, kredittrisiko, markedsrisiko, Vital-risiko, operasjonell risiko, forretningsrisiko, Splus, estimering, justering, simulering, GARCH
- Page(s): 65
- Name and number of project: 220092
- Title: Totalrisikomodell for DnB NOR: Brukermanual
- Author(s): Aas, Kjersti; Dimakos, Xeni Kristine; Neef, Linda Reiersølmoen
- Report number: SAMBA/15/05
- Published date: June 01, 2005