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subject:"Basel Accord"
type_genre:"Government document"
~person:"Cipra, Tomáš"
~person:"Scaillet, Olivier"
~subject:"Bankrisiko"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Basel Accord
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Cipra, Tomáš
Scaillet, Olivier
Li, Jianping
12
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11
Zhu, Xiaoqian
10
Rösch, Daniel
9
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8
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6
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6
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5
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Finance a úvěr
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Risk management : a journal of risk, crisis and disaster
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Common shock approach to counterparty default risk of reinsurance
Hendrych, Radek
;
Cipra, Tomáš
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
2
,
pp. 123-151
Persistent link: https://www.econbiz.de/10012060290
Saved in:
3
Systemic risk in financial risk regulation
Cipra, Tomáš
;
Hendrych, Radek
- In:
Finance a úvěr
67
(
2017
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
Saved in:
4
Some forms of risk regulation in Solvency II
Cipra, Tomáš
;
Hendrych, Radek
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 722-743
Persistent link: https://www.econbiz.de/10011780243
Saved in:
5
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
6
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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