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Essays in Financial Economics
Sobott, Jonas Karl - 2017
Persistent link: https://www.econbiz.de/10012794977
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Risikokapitalallokation und Marktpreisrisikosteuerung mit Value-at-Risk-Limiten
Straßberger, Mario - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001745873
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The VaR implementation handbook
Gregoriou, Greg N. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003801768
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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
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Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin - In: The journal of risk model validation 17 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
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Risk model backtesting
Terzić, Ivica; Milojević, Marko - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 62 (2016) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10011483358
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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The application of extreme value theory in operational risk management
Teplý, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 7, pp. 698-716
Persistent link: https://www.econbiz.de/10010189997
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Tail risk dynamics of banks with score-driven extreme value models
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: Journal of empirical finance 81 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015405419
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Market risk disclosure in banking : an empirical analysis on four global systemically important European banks
Scannella, Enzo; Polizzi, Salvatore - In: Journal of banking regulation 19 (2018) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10012010255