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Does risk management make financial markets riskier?

Harper, Ian Ross; Keller, Joachim G.; Pfeil, Christian M. - In: Risk management : challenge and opportunity : with 37 …, (pp. 3-23). 2000

Persistent link: https://www.econbiz.de/10001495782

Does risk management make financial markets riskier?

Harper, Ian R.; Keller, Joachim G.; Pfeil, Christian M. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 765-783). 2005

Persistent link: https://www.econbiz.de/10002449565

Volatile capital flows and economic growth : the role of banking supervision

Neanidis, Kyriakos C. - In: Journal of financial stability 40 (2019), pp. 77-93

Persistent link: https://www.econbiz.de/10012259726

Evaluating VaR forecasts under stress the German experience

Jaschke, Stefan R.; Stahl, Gerhard; Stehle, Richard - 2003

We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....

Persistent link: https://www.econbiz.de/10009764769