//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CIRRELT"
~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~subject:"Fair-Value-Bilanzierung"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Basel-III-Abkommen"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Fair-Value-Bilanzierung
Risikomaß
Basel Accord
13
Basler Akkord
13
Risk measure
7
CVaR
3
Forecasting model
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
VAR model
3
VAR-Modell
3
VaR
3
Bank
2
Conditional forecasting
2
Regulation
2
Regulierung
2
Risikomanagement
2
Risk management
2
Statistical method
2
Statistische Methode
2
Theorie
2
Theory
2
backtesting
2
heavy tailed distributions
2
1994-2005
1
Aktienindex
1
Backtesting
1
Bank accounting
1
Bank liquidity
1
Bank regulation
1
Bank risk
1
Bankenaufsicht
1
Bankenliquidität
1
Bankenregulierung
1
Banking supervision
1
Bankrechnungslegung
1
Bankrisiko
1
Basel III
1
Basel regulation for market risk
1
Cooperative bank
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
4
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
7
French
1
Author
All
Hassani, Samir Saissi
4
Dionne, Georges
3
Bischof, Jannis
1
Coleman, Rodney
1
Ebert, Michael
1
Grody, Allan D.
1
Hughes, Peter J.
1
O'Keefe, John P.
1
Toms, Steven
1
Wilcox, James A.
1
more ...
less ...
Published in...
All
CIRRELT
Journal / The Capco Institute : journal of financial transformation
Journal of banking & finance
18
Econometric Institute research papers
15
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
Journal of financial stability
7
The journal of credit risk : published quarterly by Incisive Media
7
The journal of risk model validation
6
Discussion paper
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
Working papers
5
Brennpunkt Risikomanagement und Regulierung
4
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
4
Journal of forecasting
4
Marktrisikoregulierung im Umbruch
4
CFS working paper series
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
International review of financial analysis
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
SpringerLink / Bücher
3
Working paper / National Bureau of Economic Research, Inc.
3
Astin bulletin : the journal of the International Actuarial Association
2
Basel III, Risikomanagement und neue Bankenaufsicht
2
BestMasters
2
CESifo working papers
2
Credit and capital markets : Kredit und Kapital
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
4
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
5
Understanding bank supervisors' risk assessments
O'Keefe, John P.
;
Wilcox, James A.
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 159-171
Persistent link: https://www.econbiz.de/10009785724
Saved in:
6
The mixed accounting model under IAS 39 : current impact on bank balance sheets and future developments
Bischof, Jannis
;
Ebert, Michael
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 165-172
Persistent link: https://www.econbiz.de/10009488437
Saved in:
7
A VaR too far? : the pricing of operational risk
Coleman, Rodney
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 123-129
Persistent link: https://www.econbiz.de/10008937098
Saved in:
8
Risk accounting : a next generation risk management system for financial institutions
Grody, Allan D.
;
Hughes, Peter J.
;
Toms, Steven
- In:
Journal / The Capco Institute : journal of financial …
29
(
2010
),
pp. 43-56
Persistent link: https://www.econbiz.de/10008938266
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->