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Financial risk optimisation methods : a survey

Chiper, Alexandra-Maria - In: The review of economic and business studies : REBS 16 (2023) 1, pp. 155-168

Persistent link: https://www.econbiz.de/10014529495

Risk measures and dependence modeling

Embrechts, Paul; Hofert, Marius - In: Handbook of Insurance : Volume II, (pp. 95-126). 2025

Persistent link: https://www.econbiz.de/10015394058

Capital requirements for market risks : value-at-risk models and stressed-VaR after the financial crisis

Burchi, Alberto - In: Journal of financial regulation and compliance : an … 21 (2013) 3, pp. 284-304

Persistent link: https://www.econbiz.de/10009780501

Salience, systemic risk and spectral risk measures as capital requirements

Matyska, Branka - In: Journal of economic dynamics & control 125 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012666998

Geographic diversification in banking

Fang, Yiwei; Lelyveld, Iman van - In: Journal of financial stability 15 (2014), pp. 172-181

Persistent link: https://www.econbiz.de/10011306462

Evaluation of minimum capital requirements for bank loans to SMEs

Düllmann, Klaus; Koziol, Philipp - 2013

Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to the size dependence of regulatory capital requirements....