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~person:"Acharya, Viral V."
~person:"Hassani, Samir Saissi"
~person:"Maier, Ulf"
~subject:"Regulation"
~subject:"Risikomaß"
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Search: subject_exact:"Basel-III-Abkommen"
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Regulation
Risikomaß
Basel Accord
39
Basler Akkord
39
Theorie
17
Theory
17
Bank regulation
16
Bankenregulierung
16
Regulierung
16
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regulatory competition
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Acharya, Viral V.
Hassani, Samir Saissi
Maier, Ulf
McAleer, Michael
44
Pérez Amaral, Teodosio
32
Jiménez-Martín, Juan-Ángel
22
Chang, Chia-Lin
15
Agénor, Pierre-Richard
9
Dionne, Georges
9
Hellwig, Martin
9
Wang, Ruodu
9
Hogan, Thomas L.
8
Admati, Anat R.
7
Haufler, Andreas
7
Herring, Richard J.
7
Jimenez-Martin, Juan-Angel
7
Rösch, Daniel
7
Silva, Luiz A. Pereira da
7
Allen, David E.
6
Alper, Koray
6
Guégan, Dominique
6
Ingves, Stefan
6
Maasoumi, Esfandiar
6
Munari, Cosimo-Andrea
6
Resti, Andrea
6
Sironi, Andrea
6
Embrechts, Paul
5
Gersbach, Hans
5
Goel, Tirupam
5
Goldstein, Itay
5
Jagtiani, Julapa
5
Kellner, Ralf
5
Meredith, Neil R.
5
Shimizu, Katsutoshi
5
Varotto, Simone
5
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4
Allen, Franklin
4
Alper, K.
4
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ECONIS (ZBW)
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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
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:
3
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
Saved in:
4
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:
5
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:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
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:
8
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:
9
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
10
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
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