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person:"Scandizzo, Sergio"
subject:"Bankrisiko"
~person:"Mitic, Peter"
~person:"Straßberger, Mario"
~subject:"Theory"
~type:"article"
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Bankrisiko
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17
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16
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12
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8
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8
Bank risk
4
Statistical distribution
4
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4
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Scandizzo, Sergio
Mitic, Peter
Straßberger, Mario
Broll, Udo
21
Fabozzi, Frank J.
16
Wang, Ruodu
16
Embrechts, Paul
14
Li, Jianping
12
Tan, Ken Seng
11
Zhu, Xiaoqian
10
Dionne, Georges
9
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9
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9
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8
Mao, Tiantian
8
Schuermann, Til
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Bartram, Söhnke M.
7
Boonen, Tim J.
7
Daníelsson, Jón
7
Hurlin, Christophe
7
Kürsten, Wolfgang
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Wahl, Jack E.
7
Alexander, Gordon J.
6
Allen, Franklin
6
Asimit, Alexandru V.
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Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
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6
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6
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6
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Shevchenko, Pavel V.
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Stahl, Gerhard
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6
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The journal of operational risk
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
2
The journal of risk model validation
2
Classification - the ubiquitous challenge : proceedings of the 28th annual conference of the Gesellschaft für Klassifikation e.V., University of Dortmund, March 9 - 11, 2004 ; with 108 tables
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal / The Capco Institute : journal of financial transformation
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
The journal of network theory in finance
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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1
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
2
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
3
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
4
Shapley allocation, diversification and services in operational risk
Mitic, Peter
;
Hassani, Bertrand
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011848894
Saved in:
5
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
6
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
7
The map and the territory : the shifting landscape of banking risk
Scandizzo, Sergio
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 53-61
Persistent link: https://www.econbiz.de/10009488455
Saved in:
8
Extremwerttheorie und Modellierung extremer Ereignisse in Finanzzeitreihen
Straßberger, Mario
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
35
(
2006
)
2
,
pp. 206-212
Persistent link: https://www.econbiz.de/10003280310
Saved in:
9
Continuous market risk budgeting in financial institutions
Straßberger, Mario
- In:
Classification - the ubiquitous challenge : proceedings …
,
(pp. 466-473)
.
2005
Persistent link: https://www.econbiz.de/10003569568
Saved in:
10
Risk mapping and key risk indicators in operational risk management
Scandizzo, Sergio
- In:
Economic notes : economic review of Banca Monte dei …
34
(
2005
)
2
,
pp. 231-256
Persistent link: https://www.econbiz.de/10003058387
Saved in:
1
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