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Melenberg, Bertrand
5
Kerkhof, Franciscus Lambertus Johannes
4
Schumacher, Hans
3
Kerkhof, Jeroen
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Backtesting for risk-based regulatory capital
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1845-1865
Persistent link: https://www.econbiz.de/10002118324
Saved in:
2
Model risk analysis for risk management and option pricing
Kerkhof, Franciscus Lambertus Johannes
-
2003
Persistent link: https://www.econbiz.de/10001861658
Saved in:
3
Model risk and capital reserves
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10003906302
Saved in:
4
Backtesting for risk-based regulatory capital
Kerkhof, Franciscus Lambertus Johannes
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733005
Saved in:
5
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
6
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
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