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~person:"Bianchi, Michele Leonardo"
~subject:"Asset-liability management"
~subject:"Basler Akkord"
~type_genre:"Aufsatz in Zeitschrift"
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Asset-liability management
Basler Akkord
Bank risk
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Bankrisiko
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Aufsatz in Zeitschrift
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Bianchi, Michele Leonardo
Abbas, Faisal
10
Schulte-Mattler, Hermann
7
Migueis, Marco
6
Moudud-Ul-Huq, Syed
6
Schuermann, Til
6
Hogan, Thomas L.
5
Zheng, Changjun
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Ashraf, Badar Nadeem
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Evanoff, Douglas Darrell
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Raviv, Alon
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Shen, Chung-hua
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Wall, Larry D.
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Acharya, Viral V.
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Cont, Rama
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Embrechts, Paul
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Guégan, Dominique
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Hasman, Augusto
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Hirtle, Beverly J.
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Jacobs, Michael <Jr.>
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Jagtiani, Julapa
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Kupiec, Paul H.
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Laeven, Luc
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Masood, Omar
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McConnell, Patrick
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Meredith, Neil R.
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Mohanty, Sunil
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Computational economics
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Journal of financial services research
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Risk management : an international journal
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ECONIS (ZBW)
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Assessing and forecasting the market risk of bank securities holdings : a data-driven approach
Bianchi, Michele Leonardo
- In:
Risk management : an international journal
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014372886
Saved in:
2
Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net
Bianchi, Michele Leonardo
;
Sorrentino, Alberto Maria
- In:
Journal of financial services research
62
(
2022
)
1/2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10013443858
Saved in:
3
Measuring CoVaR : an empirical comparison
Bianchi, Michele Leonardo
;
Sorrentino, Alberto Maria
- In:
Computational economics
55
(
2020
)
2
,
pp. 511-528
Persistent link: https://www.econbiz.de/10012223647
Saved in:
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