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subject:"Basel Accord"
subject:"Theory"
~language:"eng"
~person:"Broll, Udo"
~person:"Migueis, Marco"
~person:"Pedersen, Lasse Heje"
~subject:"Bank regulation"
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Search: subject_exact:"Risk management"
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Basel Accord
Theory
Bank regulation
Risikomanagement
56
Risk management
55
Theorie
41
Bankrisiko
27
Bank risk
26
Hedging
15
Operational risk
15
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risk management
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Broll, Udo
Migueis, Marco
Pedersen, Lasse Heje
Wang, Ruodu
22
McAleer, Michael
21
Daníelsson, Jón
20
Dionne, Georges
20
Fabozzi, Frank J.
20
Gatzert, Nadine
19
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18
Embrechts, Paul
17
Boonen, Tim J.
16
Rochet, Jean-Charles
15
Schuermann, Til
15
Härdle, Wolfgang
14
Ratnovski, Lev
13
Shevchenko, Pavel V.
13
Tan, Ken Seng
13
Pelizzon, Loriana
12
Peters, Gareth
12
Hurlin, Christophe
11
Liu, Haiyan
11
Mao, Tiantian
11
Vries, Casper G. de
11
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11
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10
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10
Froot, Kenneth
10
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10
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10
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9
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9
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9
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9
Pérez Amaral, Teodosio
9
Stoja, Evarist
9
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9
Vlahu, Razvan
9
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9
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2
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Dresden discussion paper series in economics
4
The journal of operational risk
4
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Schmalenbach business review : sbr
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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ECONIS (ZBW)
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1
The information value of past losses in operational risk
Curti, Filippo
;
Migueis, Marco
-
2022
Persistent link: https://www.econbiz.de/10014282949
Saved in:
2
The information value of past losses in operational risk
Curti, Filippo
;
Migueis, Marco
- In:
The journal of operational risk
18
(
2023
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014490088
Saved in:
3
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
4
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
5
Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital
Migueis, Marco
-
2019
Basel's new standardized approach (SA) for operational risk capital may allow for regulatory arbitrage through the use of insurance. Under the SA, banks will have incentive to insure recurring losses, which can meaningfully reduce capital requirements even as it does not meaningfully decrease...
Persistent link: https://www.econbiz.de/10012859534
Saved in:
6
Is Operational Risk Regulation Forward-Looking and Sensitive to Current Risks?
Migueis, Marco
-
2018
This article evaluates whether US large bank operational risk capital requirements are forward-looking, sensitive to banks' current exposures, and allow for risk mitigation, and discusses modifications that could bring regulation closer to these goals while also highlighting the potential...
Persistent link: https://www.econbiz.de/10012922128
Saved in:
7
Evaluation the AMA and the New Standardized Approach for Operational Risk Capital
Migueis, Marco
-
2018
Seven desirable properties for a capital framework are proposed, and the Advanced Measurement Approach (AMA) and the new standardized approach (NSA) for operational risk capital are evaluated relative to them. The AMA is vulnerable to gaming, complex, and lacks comparability. The NSA lacks risk...
Persistent link: https://www.econbiz.de/10012922130
Saved in:
8
Forward-looking and incentive-compatible operational risk capital framework
Migueis, Marco
-
2017
Persistent link: https://www.econbiz.de/10011802946
Saved in:
9
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
10
Is Operational Risk Regulation Forward-Looking and Sensitive to Current Risks?
Migueis, Marco
-
2020
This article evaluates whether US large bank operational risk capital requirements are forward-looking, sensitive to banks' current exposures, and allow for risk mitigation, and discusses modifications that could bring regulation closer to these goals while also highlighting the potential...
Persistent link: https://www.econbiz.de/10012852199
Saved in:
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