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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Peura, Samu - In: Essays on corporate hedging, (pp. 98-118). 2003
Persistent link: https://www.econbiz.de/10001755895
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A model for estimating recovery rates and collateral haircuts for bank loans
Jokivuolle, Esa; Peura, Samu - 2000
Persistent link: https://www.econbiz.de/10001456828
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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Jokivuolle, Esa; Peura, Samu - 2001
Persistent link: https://www.econbiz.de/10001601790
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Rating targeting and dynamic economic capital
Jokivuolle, Esa; Peura, Samu - In: Journal of risk 12 (2009/10) 4, pp. 3-13
Persistent link: https://www.econbiz.de/10003995398
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Stress tests of banks' regulatory capital adequacy: application to Tier 1 capital
Jokivuolle, Esa; Peura, Samu - In: The Basel handbook : a guide for financial practitioners, (pp. 137-154). 2005
Persistent link: https://www.econbiz.de/10003287272