Risk measures based on benchmark loss distributions
Year of publication: |
March 8, 2018
|
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Authors: | Bignozzi, Valeria ; Burzoni, Matteo ; Munari, Cosimo-Andrea |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | risk measures | loss distributions | tail risk | capital adequacy | portfolio management | catastrophic risk | robustness | backtestability | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Statistische Verteilung | Statistical distribution | Verlust | Loss | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomodell | Risk model | Theorie | Theory | Tourismusregion | Tourism destination | Katastrophe | Disaster |
Extent: | 1 Online-Ressource (circa 33 Seiten) |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 18, 48 Swiss Finance Institute Research Paper ; No. 18-48 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3088423 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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