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subject:"Bankenregulierung"
subject:"Bankrisiko"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Estimation"
~subject:"Risikomaß"
~type_genre:"Arbeitspapier"
~type_genre:"Glossary included"
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Bankenregulierung
Bankrisiko
Estimation
Risikomaß
Risikomanagement
2
Risk management
2
Credit risk
1
Immobilienfonds
1
Kreditrisiko
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Pension fund
1
Pensionskasse
1
Portfolio selection
1
Portfolio-Management
1
Real estate fund
1
Risk measure
1
Schweiz
1
Schätzung
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Sensitivity analysis
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Sensitivitätsanalyse
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Statistical distribution
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Statistische Verteilung
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Switzerland
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Arbeitspapier
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Fermanian, Jean-David
1
Hamelink, Foort
1
Hoesli, Martin
1
Scaillet, Olivier
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
5
The Wharton Financial Institutions Center
3
Universität Augsburg / Institut für Volkswirtschaftslehre
3
Basel Committee on Banking Supervision
2
Institute of Finance and Accounting <London>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Center for Economic Research <Tilburg>
1
Centre for Analysis of Risk and Regulation <London>
1
Centre for Analytical Finance <Århus>
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Global Association of Risk Professionals
1
Institut für Weltwirtschaft
1
Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
1
John Wiley and Sons <Hoboken, NJ>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Trinity College Dublin / Department of Economics
1
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
1
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ECONIS (ZBW)
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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2
The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort
(
contributor
);
Hoesli, Martin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
Saved in:
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