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Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin; Brandtner, Mario; Kürsten, Wolfgang - In: Modern finance and risk management : Festschrift in …, (pp. 197-218). 2022
Persistent link: https://www.econbiz.de/10013336233
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Bankrisiko, Fristentransformation und flexibles Futures-Hedging
Kürsten, Wolfgang - In: Selected papers of the Symposium on Operations Research …, (pp. 394-401). 1998
Persistent link: https://www.econbiz.de/10001323306
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Marktrisiko des Handelsbuches einer Modell-Universalbank und adverse Regulierungseffekte des "neuen" Grundsatzes I
Kürsten, Wolfgang - In: Wolfgang Stützel - moderne Konzepte für …, (pp. 63-80). 2001
Persistent link: https://www.econbiz.de/10001602470
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Bank risk, regulation, and financial futures policy
Kürsten, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000591218