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subject:"Basel Accord"
type_genre:"Government document"
~person:"Cohen, Ruben D."
~person:"Scaillet, Olivier"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Basel Accord
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4
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Cohen, Ruben D.
Scaillet, Olivier
Rösch, Daniel
9
Jacobs, Michael <Jr.>
8
Arora, Anju
7
Broll, Udo
6
Andreeva, Galina
5
Crook, Jonathan N.
5
Embrechts, Paul
5
Gatzert, Nadine
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Kumar, Muneesh
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5
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Ozdemir, Bogie
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Cai, Jun
4
Cerezetti, Fernando
4
Hamerle, Alfred
4
Hurlin, Christophe
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Klingeler, Rainer
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McAleer, Michael
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Raviv, Alon
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Summer, Martin
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Turnbull, Stuart M.
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Van Vuuren, Gary
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Binder, Jens-Hinrich
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Breton, Michèle
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Carletti, Elena
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Chen, Ren-Raw
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The journal of operational risk
3
Journal of banking & finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
5
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1
An operational risk capital model based on the loss distribution approach
Cohen, Ruben D.
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895047
Saved in:
2
The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
12
(
2017
)
3
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011848850
Saved in:
3
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
Saved in:
4
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
5
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
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