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~isPartOf:"Marktrisikoregulierung im Umbruch"
~type_genre:"Aufsatz im Buch"
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Marktrisikoregulierung im Umbruch
The VaR implementation handbook
18
Applied quantitative finance
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Handbuch ökonomisches Kapitel
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Risk management : challenge and opportunity ; with 125 tables
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Stock market volatility
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Brennpunkt Risikomanagement und Regulierung
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Soft computing for risk evaluation and management : applications in technology, environment and finance
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Basel III, Risikomanagement und neue Bankenaufsicht
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Risk management approaches in engineering applications
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Risk tolerance in financial decision making
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Application of operations research to financial markets
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Econometrics of risk
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Handbook of heavy tailed distributions in finance
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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Operations research models in banking management
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Risk management : a modern perspective
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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Risk manangement post financial crisis : a period of monetary easing
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Robustness in econometrics
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Advanced mathematical methods for finance
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Advances of OR in commodities and financial modeling
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
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Commercial banking risk management : regulation in the wake of the financial crisis
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Decision making and risk/return optimization in financial economics
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Developments in forecast combination and portfolio choice
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Econometric measures of financial risk in high dimensions
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Essays on financial intermediation
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Finance and sustainability : towards a new paradigm? ; a post-crisis agenda
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Der sensitivitätsbasierte Standardansatz für Marktpreisrisiken
Schmaltz, Christian
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 55-79)
.
2016
Persistent link: https://www.econbiz.de/10011596627
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Von Value at Risk zu Expected Shortfall
Reitz, Stefan
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 81-101)
.
2016
Persistent link: https://www.econbiz.de/10011596628
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3
Ansätze zum Backtesting des Expected Shortfalls
Ebenfeld, Stefan
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 103-119)
.
2016
Persistent link: https://www.econbiz.de/10011596630
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Neue Anforderungen an die Validierung
Gallitschke, Janek
;
Hildmann, Marcus Christoph
;
Lampe, …
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 121-145)
.
2016
Persistent link: https://www.econbiz.de/10011596634
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5
Die neue Default Risk Charge (DRC)
Martin, Marcus R. W.
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 147-158)
.
2016
Persistent link: https://www.econbiz.de/10011596637
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6
FRTB-CVA : Überarbeitung des Baseler CVA-Rahmenwerks
Büchel, Patrick
;
Schlener, Mario
;
Wittke, Manuel
- In:
Marktrisikoregulierung im Umbruch
,
(pp. 201-218)
.
2016
Persistent link: https://www.econbiz.de/10011596649
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