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  • Search: subject:"extended TCE"
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Insurance 1 Measurement 1 Messung 1 Regulation 1 Regulierung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk 1 Risk management 1 Risk measure 1 Risk model 1 TCE 1 Theorie 1 Theory 1 VAR model 1 VAR-Modell 1 VaR 1 Versicherung 1 extended TCE 1 insurance regulation 1 risk measurement 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Faroni, Silvia 1 Le Courtois, Olivier 1 Ostaszewski, Krzysztof M. 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Equivalent risk indicators : VaR, TCE, and beyond
Faroni, Silvia; Le Courtois, Olivier; Ostaszewski, … - In: Risks : open access journal 10 (2022) 8, pp. 1-19
While a lot of research concentrates on the respective merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on the equivalence between such indicators. Further, TCE, despite its merits, may not be the most accurate...
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