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Bank capital and value at risk
Jackson, Patricia; Maude, David J.; Perraudin, William R. M. - 1998
Persistent link: https://www.econbiz.de/10000984817
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Risikoadjustierte Performancesteuerung in der Schadenversicherung
Albrecht, Peter - In: Credit Risk und Value-at-Risk Alternativen : …, (pp. 229-257). 1998
Persistent link: https://www.econbiz.de/10001304872
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Testing value-at-risk approaches to capital adequacy
Jackson, Patricia - In: Quarterly bulletin / Bank of England 38 (1998) 3, pp. 256-265
Persistent link: https://www.econbiz.de/10001244660
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Bank capital and value at risk
Jackson, Patricia - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 73-89
Persistent link: https://www.econbiz.de/10001218928
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Risk based capital allocation
Albrecht, Peter - 2003
Persistent link: https://www.econbiz.de/10013443139