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accessRights:"restricted"
subject:"Basel Accord"
~person:"Cai, Jun"
~person:"Nahar, Shamsun"
~person:"Rösch, Daniel"
~subject:"Ausreißer"
~subject:"Risk"
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Basel Accord
Ausreißer
Risk
Risk management
20
Risikomanagement
18
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11
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10
Risk measure
10
Basler Akkord
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13
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Cai, Jun
Nahar, Shamsun
Rösch, Daniel
Wang, Ruodu
15
Li, Jianping
10
Zhu, Xiaoqian
8
Mao, Tiantian
7
Qazi, Abroon
7
Embrechts, Paul
6
Righi, Marcelo Brutti
6
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5
Ghadge, Abhijeet
5
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5
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5
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5
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5
Sornette, Didier
5
Wei, Lu
5
Wernz, Johannes
5
Asimit, Alexandru V.
4
Brandtner, Mario
4
Broll, Udo
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Chernov, Dmitry
4
Cohen, Ruben D.
4
Cossette, Hélène
4
Escanciano, Juan Carlos
4
Etienne, Alain
4
Furman, Edward
4
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Gaudenzi, Barbara
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Liu, Haiyan
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4
Marceau, Etienne
4
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Mitra, Sovan
4
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4
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ASTIN bulletin : the journal of the International Actuarial Association
1
Accounting in Europe
1
Asian review of accounting
1
Die Bank
1
Energy economics
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1
International journal of accounting and information management
1
Journal of banking & finance
1
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ECONIS (ZBW)
15
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1
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
2
Do risk disclosures matter for bank performance? : a moderating effect of risk committee
Nahar, Shamsun
;
Jahan, Mosammet Asma
- In:
Accounting in Europe
18
(
2021
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10012694126
Saved in:
3
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
4
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
5
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
6
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
7
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
8
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
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