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~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
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1
Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina
;
Platte, Daniel
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
Saved in:
2
Measuring risk culture in finance : development of a comprehensive measure
Ghafoori, Eraj
;
Mata, Fernanda
;
Lauren, Nita
;
Faulkner, Nick
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014248251
Saved in:
3
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
4
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
5
In memoria Giorgio and Emilia Szegö : a special issue on institutions, risk measures, and portfolio optimization
D'Ecclesia, Rita L.
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013541687
Saved in:
6
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
7
How to measure the liquidity of cryptocurrency markets?
Brauneis, Alexander
;
Mestel, Roland
;
Riordan, Ryan
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012816503
Saved in:
8
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
9
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
10
Performance of default-risk measures : the sample matters
Abinzano, Isabel
;
Gonzalez-Urteaga, Ana
;
Muga, Luis
; …
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521486
Saved in:
11
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
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12
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
13
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
14
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
15
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
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16
Allergy onset and local investor distraction
Pantzalis, Christos
;
Ucar, Erdem
- In:
Journal of banking & finance
92
(
2018
),
pp. 115-129
Persistent link: https://www.econbiz.de/10011964545
Saved in:
17
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
18
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
19
An index-based measure of liquidity
Chacko, George
;
Das, Sanjiv R.
;
Fan, Rong
- In:
Journal of banking & finance
68
(
2016
),
pp. 162-178
Persistent link: https://www.econbiz.de/10011634816
Saved in:
20
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
21
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
22
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? : a practical assessment
Idier, Julien
;
Lamé, Gildas
;
Mésonnier, Jean-Stéphane
- In:
Journal of banking & finance
47
(
2014
),
pp. 134-146
Persistent link: https://www.econbiz.de/10010506498
Saved in:
23
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
24
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
25
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
26
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
27
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
28
Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.
;
Marrone, James
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1896-1910
Persistent link: https://www.econbiz.de/10009629788
Saved in:
29
New measures of monetary policy surprises and jumps in interest rates
León Valle, Ángel Manuel
;
Sebestyén, Szabolcs
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2323-2343
Persistent link: https://www.econbiz.de/10009656259
Saved in:
30
Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
Saved in:
31
On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
Saved in:
32
Coherent measures of risk from a general equilibrium perspective
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2517-2534
Persistent link: https://www.econbiz.de/10003522971
Saved in:
33
Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Saved in:
34
Estimation of rating class transition probabilities with incomplete data
Mählmann, Thomas
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3235-3256
Persistent link: https://www.econbiz.de/10003386447
Saved in:
35
A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Galluccio, Stefano
;
Roncoroni, Andrea
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2387-2408
Persistent link: https://www.econbiz.de/10003355806
Saved in:
36
Alternative measures of the Federal Reserve Banks' cost of equity capital
Barnes, Michelle L.
;
López, José A.
- In:
Journal of banking & finance
30
(
2006
)
6
,
pp. 1687-1711
Persistent link: https://www.econbiz.de/10003328731
Saved in:
37
Special issue on risk measurement
Barone-Adesi, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002599699
Saved in:
38
Measures of risk
Szegö, Giorgio P.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1253-1272
Persistent link: https://www.econbiz.de/10001688448
Saved in:
39
Putting order in risk measures
Fritelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1473-1486
Persistent link: https://www.econbiz.de/10001688663
Saved in:
40
Expected shortfall and beyond
Tasche, Dirk
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1519-1533
Persistent link: https://www.econbiz.de/10001688699
Saved in:
41
Inside the black box : what explains differences in the efficiencies of financial institutions?
Berger, Allen N.
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 895-947
Persistent link: https://www.econbiz.de/10001226792
Saved in:
42
Credit risk measurement : developments over the last 20 years
Altman, Edward I.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1721-1742
Persistent link: https://www.econbiz.de/10001236722
Saved in:
43
On measuring credit risks of derivative instruments
Duffee, Greg
- In:
Journal of banking & finance
20
(
1996
)
5
,
pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
Saved in:
44
Objektiver Gehörschützer-Meßplatz zur Bestimmung der Schalldämmung von Gehörschützern mit einem Kunstkopf-Meßsystem
Genuit, Klaus
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10004190294
Saved in:
45
Die Bestimmung der Belastung der Wirbelsäule mit Hilfe einer Präzisionsmessung der Körpergröße
Althoff, Ingrid
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10004156953
Saved in:
46
Bestimmung der Geräuschemission von stationären Steinformmaschinen und Stand der Lärmminderung
Dupuis, Bernhard
;
Koch, Jürgen
-
1993
Persistent link: https://www.econbiz.de/10004156954
Saved in:
47
Indikatoren zur gesamtwirtschaftlichen Effizienzmessung des Arbeitsschutzes
Krüger, Wolfgang
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10004156955
Saved in:
48
Indikatoren zur gesamtwirtschaftlichen Effizienzmessung des Arbeitsschutzes
Krüger, Wolfgang
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10013276254
Saved in:
49
Entwicklung und Erprobung einer Methode zur Abschätzung der dermalen Exposition
Wasmus, Gerd
;
Bruckert, Hans-Jörg
;
Schreiber, Gerhard
-
1992
Persistent link: https://www.econbiz.de/10004129943
Saved in:
50
Geräuschemission von Hydraulikpumpen und Lärmminderung
Lang, Cosmas M.
;
Nafz, Henry M.
-
1992
Persistent link: https://www.econbiz.de/10004134173
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