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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph - 1999
Persistent link: https://www.econbiz.de/10000682592
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
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What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
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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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Société générale corporate and investment banking : how we monitor market risk
Beurotte, Pascal; Bory, Georges - In: Journal of securities operations & custody 7 (2014) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10011486340
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Cornish-Fisher expansion for commercial real estate value at risk
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: The journal of real estate finance and economics 50 (2015) 4, pp. 439-464
Persistent link: https://www.econbiz.de/10011474570
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Using weighted distributions to model operational risk
Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
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Bank capital shock propagation via syndicated interconnectedness
Nirei, Makoto; Caballero, Julián; Sushko, Vladyslav - 2015
Persistent link: https://www.econbiz.de/10010496226