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Risk management with weighted VaR
Wei, Pengyu, (2018)
External risk measures and Basel accords
Kou, Steven, (2013)
Expected shortfall or median shortfall
Kou, Steven, (2014)
An overview of post-crisis term structure models
Martin, Marcus R. W., (2018)
Stresstests in Kontrahentenrisikomesssystemen
Martin, Marcus R. W., (2010)
Zinsderivate : eine Einführung in Produkte, Bewertung, Risiken
Reitz, Stefan, (2004)