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Search: subject:"nested structure"
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nested structure
5
VaR
4
loss distribution function
4
vine copula
4
Operational risks
3
Coincidence of causes and impacts
2
GIS technology
2
availability challenge
2
compatibility challenge
2
connectivity challenge
2
nested structure of data provision
2
transparency challenge
2
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Estimation theory
1
Hedonic price index
1
Hedonischer Preisindex
1
Heteroscedasticity
1
Heteroskedastizität
1
LDF
1
Multivariate Analyse
1
Multivariate Verteilung
1
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1
Multivariate distribution
1
Operational risk
1
Operationelles Risiko
1
Regional economics
1
Regionalökonomik
1
Risikomanagement
1
Risikomaß
1
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1
Räumliche Interaktion
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Schätztheorie
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English
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Guegan, Dominique
3
Hassani, Bertrand
3
Hansjürgens, Bernd
2
Ohl, Cornelia
2
Guégan, Dominique
1
Hassani, Bertrand K.
1
Lee, C.-R.
1
Park, K.-H.
1
Yoo, E.-H.
1
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
HAL
1
Rat für Sozial- und Wirtschaftsdaten (RatSWD), Government of Germany
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Documents de travail du Centre d'Economie de la Sorbonne
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International journal of risk assessment and management : IJRAM
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RePEc
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1
Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach
Guegan, Dominique
;
Hassani, Bertrand
-
HAL
-
2012
The Basel Advanced Measurement Approach requires financial institutions to compute capital requirements on internal data sets. In this paper we introduce a new methodology permitting capital requirements to take into account the embedded dependence structures of operational risks. The loss...
Persistent link: https://www.econbiz.de/10011025696
Saved in:
2
Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach.
Guegan, Dominique
;
Hassani, Bertrand
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2011
The Basel Advanced Measurement Approach requires financial institutions to compute capital requirements on internal data sets. In this paper we introduce a new methodology permitting capital requirements to take into account the embedded dependence structures of operational risks. The loss...
Persistent link: https://www.econbiz.de/10010721558
Saved in:
3
Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach.
Guegan, Dominique
;
Hassani, Bertrand
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2011
The Basel Advanced Measurement Approach requires financial institutions to compute capital requirements on internal data sets. In this paper we introduce a new methodology permitting capital requirements to take into account the embedded dependence structures of operational risks. The loss...
Persistent link: https://www.econbiz.de/10009003415
Saved in:
4
Environment
Ohl, Cornelia
;
Hansjürgens, Bernd
-
2009
comparative advantage in using the GIS technology and a
nested
structure
for data provision supporting the up and down scaling of …
Persistent link: https://www.econbiz.de/10011934374
Saved in:
5
Environment
Ohl, Cornelia
;
Hansjürgens, Bernd
-
Rat für Sozial- und Wirtschaftsdaten (RatSWD), …
-
2009
comparative advantage in using the GIS technology and a
nested
structure
for data provision supporting the up and down scaling of …
Persistent link: https://www.econbiz.de/10008678655
Saved in:
6
Valuing commercial spaces in multistory buildings using a three-level mixed-effects modeling approach
Yoo, E.-H.
;
Lee, C.-R.
;
Park, K.-H.
- In:
International regional science review
38
(
2015
)
4
,
pp. 413-436
Persistent link: https://www.econbiz.de/10011377722
Saved in:
7
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
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