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subject:"Bankenaufsicht"
subject:"World"
~accessRights:"restricted"
~person:"Mitic, Peter"
~subject:"Risk measure"
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Bankenaufsicht
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Risk measure
Risikomanagement
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Risk management
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Theory
5
Statistical distribution
4
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4
loss distribution
4
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3
Operationelles Risiko
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operational risk
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value-at-risk (VaR)
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Bank risk
2
Bankrisiko
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Bootstrap approach
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capital value
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Credit risk
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DeGroot network
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Mitic, Peter
Wang, Ruodu
15
Hammoudeh, Shawkat
9
Cai, Jun
7
Mao, Tiantian
7
Mensi, Walid
7
Naeem, Muhammad Abubakr
7
Embrechts, Paul
6
Ji, Qiang
6
Righi, Marcelo Brutti
6
Al-Yahyaee, Khamis Hamed
5
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kang, Sang Hoon
5
Kumar, Dilip
5
Li, Jianping
5
Rüschendorf, Ludger
5
Shahzad, Syed Jawad Hussain
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Acharya, Viral V.
4
Bernard, Carole
4
Farkas, Walter
4
Gozgor, Giray
4
Guillén, Montserrat
4
Hurlin, Christophe
4
Islamaj, Ergys
4
Karmakar, Madhusudan
4
Kose, M. Ayhan
4
Liu, Fangda
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Müller, Fernanda Maria
4
Müllner, Jakob
4
Qazi, Abroon
4
Sitara Karim
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Ur Rehman, Mobeen
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The journal of operational risk
2
The journal of risk model validation
2
The journal of network theory in finance
1
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
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