//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Pérez Amaral, Teodosio"
~subject:"Bankrisiko"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Value-at-risk"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bankrisiko
Basel Accord
32
Basler Akkord
32
Risikomaß
32
Risk measure
32
Portfolio selection
19
Portfolio-Management
19
Financial crisis
17
Finanzkrise
17
Forecasting model
15
Prognoseverfahren
15
Welt
14
World
14
Risk management
8
Daily capital charges
7
Risikomanagement
7
Value-at-Risk (VaR)
7
Global financial crisis
6
Optimizing strategy
6
Violation penalties
6
Volatility
6
Volatilität
6
2008-2009
5
Ausreißer
5
Bank
5
Derivat
5
Derivative
5
Financial services
5
Finanzdienstleistung
5
Outliers
5
2008-2010
4
ARCH model
4
ARCH-Modell
4
Aggressive or conservative risk management strategies
4
Bank risk
4
Risk forecasts
4
Value-at-Risk
4
BRICS countries
3
BRICS-Staaten
3
Basel III Accord
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Pérez Amaral, Teodosio
Broll, Udo
10
Wahl, Jack E.
9
McAleer, Michael
7
Daníelsson, Jón
6
Wehn, Carsten
6
Guégan, Dominique
5
Hautsch, Nikolaus
5
Huschens, Stefan
5
Li, Jianping
5
Schienle, Melanie
5
Dionne, Georges
4
Farkas, Walter
4
Kupiec, Paul H.
4
Memmel, Christoph
4
Neisen, Martin
4
Röth, Stefan
4
Stulz, René M.
4
Wilkens, Sascha
4
Zhu, Xiaoqian
4
Adrian, Tobias
3
Begley, Taylor A.
3
Betz, Frank
3
Bianchi, Michele Leonardo
3
Chan, Felix
3
Düllmann, Klaus
3
Embrechts, Paul
3
Eufinger, Christian
3
Grundke, Peter
3
Hahn, Carsten
3
Hammoudeh, Shawkat
3
Horsch, Andreas
3
Johanning, Lutz
3
Kellner, Ralf
3
Klüppelberg, Claudia
3
Koch Medina, Pablo
3
Locarek-Junge, Hermann
3
Munari, Cosimo-Andrea
3
Patra, Biswajit
3
Peltonen, Tuomo
3
more ...
less ...
Published in...
All
Econometric Institute research papers
2
Discussion paper / Tinbergen Institute
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
2
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
3
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
to measure
Value-at-Risk
(VaR). The risk estimates of these models are used to determine capital requirements and …
Persistent link: https://www.econbiz.de/10011378354
Saved in:
4
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->