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subject:"Risk measure"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of risk model validation"
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Search: subject_exact:"Capital adequacy standard"
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Risk measure
Basel Accord
78
Basler Akkord
78
Credit risk
31
Kreditrisiko
31
Risikomaß
26
Theorie
26
Theory
26
Bank
16
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16
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McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Araichi, Sawssen
1
Barbagli, Matteo
1
Belkacem, Lotfi
1
Bloxham, Nicholas
1
Casarin, Roberto
1
Chan, Felix
1
Chen, Jiun-Lin
1
Chen, Xiaohong
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Cooper, James
1
Da Veiga, Bernardo
1
Ha Tran Manh
1
Ho, Kung-Cheng
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Jaworski, Piotr
1
Jiang, Shuyang
1
Jin, Yanbo
1
Koivusalo, Alexander F. R.
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Lee, Shih-Cheng
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Mai Ngoc Tran
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Tarrant, Wayne
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Vrins, Frédéric
1
Wang, Hu
1
Wang, Wuchao
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Econometric Institute research papers
Economic modelling
The journal of risk model validation
Journal of banking & finance
18
The journal of operational risk
12
Journal of risk
11
Journal of risk management in financial institutions
11
Discussion paper / Tinbergen Institute
10
Risks : open access journal
9
Insurance / Mathematics & economics
8
Working paper
8
The journal of credit risk : published quarterly by Incisive Media
7
Journal of financial stability
6
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5
Journal of international financial markets, institutions & money
5
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5
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4
CIRRELT
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International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
4
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Marktrisikoregulierung im Umbruch
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CFS working paper series
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European journal of operational research : EJOR
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Finance and economics discussion series
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Finance research letters
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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SpringerLink / Bücher
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Astin bulletin : the journal of the International Actuarial Association
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Basel III, Risikomanagement und neue Bankenaufsicht
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BestMasters
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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ECONIS (ZBW)
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1
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
4
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:
5
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
6
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
7
The utility of Basel III rules on excessive violations of internal risk models
Tarrant, Wayne
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012020267
Saved in:
8
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
9
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
10
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
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