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~subject:"Estimation"
~subject:"Finanzkrise"
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Search: subject_exact:"Basel-III-Abkommen"
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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/10014232280
Saved in:
2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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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/10013273453
Saved in:
4
Bank solvency stress testing at Central Bank of Bosnia and Herzegovina
Mahmutović, Belma
;
Gežo, Ajla
;
Srebrenko, Fatušić
; …
-
2022
Persistent link: https://www.econbiz.de/10013192368
Saved in:
5
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/10012423037
Saved in:
6
The CDS-bond basis : negativity persistence and limits to arbitrage
Guesmi, Sahar
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
-
2019
Persistent link: https://www.econbiz.de/10012139169
Saved in:
7
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
Saved in:
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