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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Chavez-Demoulin, V."
~person:"Jandačka, Martin"
~subject:"Theorie"
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Basler Akkord
Kreditgeschäft
Theorie
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Chavez-Demoulin, V.
Jandačka, Martin
Breuer, Thomas
3
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Europäische Hochschulschriften / 5
Journal of banking & finance
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A systematic approach to multi-period stress testing of portfolio credit risk
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
; …
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 332-340
Persistent link: https://www.econbiz.de/10009511320
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2
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Breuer, Thomas
;
Jandačka, Martin
;
Rheinberger, Klaus
; …
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 703-712
Persistent link: https://www.econbiz.de/10003966039
Saved in:
3
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
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