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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"Applied economics letters"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of securities operations & custody"
~isPartOf:"The journal of operational risk"
~person:"Paterlini, Sandra"
~person:"Puccetti, Giovanni"
~subject:"Bankrisiko"
~subject:"Risiko"
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Bankenaufsicht
Welt
Bankrisiko
Risiko
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Bank risk
3
Operational risk
3
Operationelles Risiko
3
Statistical distribution
3
Statistische Verteilung
3
Aggregation
2
Basel Accord
2
Basler Akkord
2
Multivariate Verteilung
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Multivariate distribution
2
Operational Risk
2
Risk
2
Risk aggregation
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Theorie
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Theory
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(T)VaR bounds
1
Ausreißer
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Bipartite graph
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Cluster analysis
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Clusteranalyse
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Copula
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Dependence modeling
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Expected shortfall
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Extremal dependence
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Fréchet class
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Graph theory
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Graphentheorie
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Hierarchical clustering
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Market Risk
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Model uncertainity
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Model uncertainty
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Paterlini, Sandra
Puccetti, Giovanni
McConnell, Patrick
8
Curti, Filippo
4
Li, Jianping
4
Migueis, Marco
4
Villiers Getz, Liezl de
4
Breuer, Thomas
3
Cohen, Ruben D.
3
Embrechts, Paul
3
Ratnovski, Lev
3
Schmieder, Christian
3
Valderrama, Laura
3
Wang, Yinghui
3
Zhu, Xiaoqian
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Armstrong, John
2
Baijal, Rajat
2
Brigo, Damiano
2
Canetti, Elie
2
Cont, Rama
2
Csóka, Péter
2
Cummins, John David
2
Daníelsson, Jón
2
Degen, Matthias
2
Dionne, Georges
2
Fiordelisi, Franco
2
Grimwade, Michael
2
Hassani, Bertrand
2
Herings, Peter Jean-Jacques
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Hurlin, Christophe
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Jobst, Andreas A.
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Kinda, Tidiane
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Kotlicki, Artur
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Kumbirai, Mabwe
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Loukoianova, Elena
2
Mihet, Roxana
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Mihov, Atanas
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Mitic, Peter
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Applied economics letters
IMF working papers
Journal of banking & finance
Journal of securities operations & custody
The journal of operational risk
Finance and stochastics
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of sustainable finance & investment
1
Scandinavian actuarial journal
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The Geneva risk and insurance review
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ECONIS (ZBW)
4
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1
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
2
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
3
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
4
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
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