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isPartOf:"The VaR implementation handbook"
~subject:"Bank"
~subject:"Market risk"
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The VaR implementation handbook
Journal of banking & finance
8
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The North American journal of economics and finance : a journal of financial economics studies
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
2
Plausible operational value-at-risk calculations for management decision making
Kross, Wilhelm
;
Hommel, Ulrich
;
Wiethuechter, Martin
- In:
The VaR implementation handbook
,
(pp. 85-104)
.
2009
Persistent link: https://www.econbiz.de/10003826913
Saved in:
3
Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
The VaR implementation handbook
,
(pp. 403-414)
.
2009
Persistent link: https://www.econbiz.de/10003827094
Saved in:
4
Model risk in VaR calculations
Schaller, Peter
- In:
The VaR implementation handbook
,
(pp. 415-437)
.
2009
Persistent link: https://www.econbiz.de/10003827096
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