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~isPartOf:"Econometric Institute research papers"
~subject:"Basler Akkord"
~type_genre:"Arbeitspapier"
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Basler Akkord
Basel Accord
15
Risikomaß
15
Risk measure
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10
Prognoseverfahren
10
Portfolio selection
8
Portfolio-Management
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2008-2010
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Ausreißer
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Financial services
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Finanzdienstleistung
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McAleer, Michael
15
Pérez Amaral, Teodosio
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Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Casarin, Roberto
1
Chan, Felix
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Discussion paper
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CESifo working papers
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9
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ECONIS (ZBW)
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A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
2
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
Saved in:
3
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
4
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
5
Risk management of risk under the Basel accord: forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619372
Saved in:
6
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:
7
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:
8
It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
10
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
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