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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~person:"Chen, Wei"
~person:"Fusaro, Peter C."
~subject:"Hedging"
~subject:"Risikomanagement"
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Basler Akkord
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Chen, Wei
Fusaro, Peter C.
Skoglund, Jimmy
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Finance and capital markets
The journal of risk model validation
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Technological forecasting & social change : an international journal
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The professional risk managers' guide to the energy market
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ECONIS (ZBW)
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Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
2
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
3
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
4
Energy hedging in Asia : market structure and trading opportunities
Fusaro, Peter C.
;
James, Tom
-
2005
Persistent link: https://www.econbiz.de/10001973385
Saved in:
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