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accessRights:"restricted"
subject:"Basel Accord"
~person:"Kellner, Ralf"
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Basel Accord
Basler Akkord
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Kellner, Ralf
Migueis, Marco
5
Rösch, Daniel
5
Wernz, Johannes
5
Embrechts, Paul
4
Wang, Ruodu
4
Cohen, Ruben D.
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European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of risk
1
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ECONIS (ZBW)
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1
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
2
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
3
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
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