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Risk aggregation with copula for banking industry

Yoshiba, Toshinao - 2015

Persistent link: https://www.econbiz.de/10011375924

Credit and market risks measurement in carbon financing for Chinese banks

Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557

Persistent link: https://www.econbiz.de/10011976726

System risk of Spanish listed banks : a vine copula CoVaR approach

Reboredo, Juan Carlos; Ugolini, Andrea - In: Spanish journal of finance and accounting 45 (2016) 169, pp. 1-31

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Measuring contagion risk in high volatility state among Taiwanese major banks

Su, Ender - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 185-241

Persistent link: https://www.econbiz.de/10011885900

Modeling the operational risk in Iranian commercial banks : case study of a private bank

Momen, Omid; Kimiagari, Alimohammad; Noorbakhsh, Eaman - In: Journal of industrial engineering international 8 (2012), pp. 1-10

The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into three main categories including credit risk, market risk, and operational risk. The focus of this study is on the operational risk measurement in Iranian banks. Therefore, issues...

Persistent link: https://www.econbiz.de/10010225131