Zurich Cantonal Bank
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Operational Risk, Risk Management, Extreme Value Theory, VaR
Operational Risk, Risk Management, VaR
Credit risk management, optimal limit policy, partial information, adverse selection
Credit risk management, portfolio management, risk measurement, coherence, VaR, expected shortfall, factor model
Risk management, economic capital, risk capital, value-at-risk, market risk, capital charge, cost of capital, risk budget, expo- sure management, corporate governance
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