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person:"Scandizzo, Sergio"
subject:"Bankrisiko"
~person:"Daníelsson, Jón"
~person:"Mitic, Peter"
~subject:"Financial crisis"
~subject:"Statistical distribution"
~subject:"Theory"
~type:"article"
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Bankrisiko
Financial crisis
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Risk management
18
Risikomanagement
17
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12
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9
Risk measure
9
Bank risk
6
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4
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3
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3
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3
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loss distribution
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Scandizzo, Sergio
Daníelsson, Jón
Mitic, Peter
Broll, Udo
21
Fabozzi, Frank J.
17
Wang, Ruodu
16
Embrechts, Paul
14
Li, Jianping
12
Tan, Ken Seng
11
Dionne, Georges
10
Mao, Tiantian
10
Zhu, Xiaoqian
10
Cai, Jun
9
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9
Gleißner, Werner
9
McConnell, Patrick
9
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8
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8
Schuermann, Til
8
Summer, Martin
8
Alexander, Gordon J.
7
Bartram, Söhnke M.
7
Boonen, Tim J.
7
Hammoudeh, Shawkat
7
Hurlin, Christophe
7
Härdle, Wolfgang
7
Kürsten, Wolfgang
7
McAleer, Michael
7
Rüschendorf, Ludger
7
Stulz, René M.
7
Wahl, Jack E.
7
Yang, Fan
7
Allen, Franklin
6
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Baptista, Alexandre M.
6
Chen, Zhiping
6
Chi, Yichun
6
Cossette, Hélène
6
Curti, Filippo
6
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6
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The journal of operational risk
3
The journal of risk model validation
2
Annales d'économie et de statistique
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of banking & finance
1
Journal of financial stability
1
Journal of money, credit and banking : JMCB
1
Monetary and economic studies
1
Risk management : a modern perspective
1
Risk measures for the 21st century
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The journal of network theory in finance
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ECONIS (ZBW)
15
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1
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
2
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
3
Can we prove a bank guilty of creating systemic risk? : a minority report
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
4
,
pp. 795-812
Persistent link: https://www.econbiz.de/10011615592
Saved in:
4
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
5
Shapley allocation, diversification and services in operational risk
Mitic, Peter
;
Hassani, Bertrand
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011848894
Saved in:
6
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
7
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
8
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
9
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
10
The map and the territory : the shifting landscape of banking risk
Scandizzo, Sergio
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 53-61
Persistent link: https://www.econbiz.de/10009488455
Saved in:
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