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How accurate are value-at-risk models at commercial banks?
Berkowitz, Jeremy; O'Brian, James - 2001
Persistent link: https://www.econbiz.de/10001601694
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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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How accurate are value-at-risk models at commercial banks?
Berkowitz, Jeremy; O'Brien, James - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1093-1111
Persistent link: https://www.econbiz.de/10001684743
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Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries
Geyfman, Victoria - 2005
Persistent link: https://www.econbiz.de/10003173111
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Backtesting trading risk of commercial banks using expected shortfall
Wong, Woon K. - In: Journal of banking & finance 32 (2008) 7, pp. 1404-1415
Persistent link: https://www.econbiz.de/10003749266
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Implications of expanding bank powers into securities activities : Section 20 subsidiaries
Geyfman, Victoria - 2005
Persistent link: https://www.econbiz.de/10003384489
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Bank trading risk and systemic risk
Jorison, Philippe - In: The risks of financial institutions : [...papers and …, (pp. 29-57). 2006
Persistent link: https://www.econbiz.de/10003445261
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Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.; Goldberg, Lawrence G.; Hanweck, Gerald … - In: Journal of banking & finance 30 (2006) 4, pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
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Public disclosure, risk, and performance at bank holding companies
Hirtle, Beverly J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522777
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Bank trading risk and systemic risk
Jorion, Philippe - 2005
Persistent link: https://www.econbiz.de/10002555161