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Persistent link: https://www.econbiz.de/10003881601

Credit risk management

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Assess the impact of asset price shocks on the banking system

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Corporate Governance im Private Banking : ein Modell zur integrierten und adaptiven Ausgestaltung von Corporate Governance am Beispiel der Private Banking Branche

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Integriertes Markt- und Kreditrisikomodell für Firmenkunden

Puhr, Rainer - In: Value Day 2011 : aktuelle Entwicklungen in Controlling …, (pp. 131-140). 2011

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Unique risks of Islamic modes of finance : systemic, credit and market risks

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Quantitative financial risk management

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Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise

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Persistent link: https://www.econbiz.de/10008990911

A look back at the 2008 financial crisis : the disconnect between credit and market risks

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On the network topology of variance decompositions : measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil - 2011

We propose several connectedness measures built from pieces of variance decompositions, and we argue that they provide natural and insightful measures of connectedness among financial asset returns and volatilities. We also show that variance decompositions define weighted, directed networks, so...

Persistent link: https://www.econbiz.de/10009310942