Search Results - subject:"Traffic Light Approach"

Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria

Penikas, Henry - In: Risk management : an international journal 25 (2023) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10014372840

Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall

Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012

Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...

Persistent link: https://www.econbiz.de/10010309829

Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall

Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - Frankfurt School of Finance and Management - 2012

Persistent link: https://www.econbiz.de/10010957485

A traffic light approach to solvency measurement of Swiss occupational pension funds

Braun, Alexander; Rymaszewski, Przemysław; Schmeiser, Hato - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 2, pp. 254-282

Persistent link: https://www.econbiz.de/10009158201