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~subject:"Risikomaß"
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Risikomaß
Basel Accord
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Basler Akkord
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Risk measure
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CVaR
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1994-2005
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Basel III
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basel regulation for market risk
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Hassani, Samir Saissi
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Journal of banking & finance
18
Econometric Institute research papers
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Journal of risk
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Journal of risk management in financial institutions
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Discussion paper / Tinbergen Institute
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Risks : open access journal
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Journal of international financial markets, institutions & money
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Brennpunkt Risikomanagement und Regulierung
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International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
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Journal of forecasting
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Marktrisikoregulierung im Umbruch
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CFS working paper series
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European journal of operational research : EJOR
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Finance and economics discussion series
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Finance research letters
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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Journal of financial intermediation
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SpringerLink / Bücher
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Astin bulletin : the journal of the International Actuarial Association
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Basel III, Risikomanagement und neue Bankenaufsicht
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BestMasters
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CESifo working papers
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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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/10014234014
Saved in:
2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
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2022
Persistent link: https://www.econbiz.de/10012939393
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3
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:
4
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
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