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subject:"Corporate governance"
subject:"Interne Revision"
~isPartOf:"Journal of banking & finance"
~person:"Bernard, Carole"
~person:"McNeil, Alexander J."
~person:"Vanini, Paolo"
~subject:"Theorie"
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Corporate governance
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Risikomanagement
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Credit risk
4
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Bernard, Carole
McNeil, Alexander J.
Vanini, Paolo
Breuer, Thomas
3
Dias, Alexandra
3
Armstrong, John
2
Brigo, Damiano
2
Callen, Jeffrey L.
2
Embrechts, Paul
2
Hunter, William Curt
2
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2
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2
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2
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2
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1
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1
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Journal of banking & finance
Asia-Pacific journal of risk and insurance : APJRI
1
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
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1
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
2
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
3
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
4
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
5
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
Saved in:
6
Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
Saved in:
7
A simple model of credit contagion
Egloff, Daniel
;
Leippold, Markus
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2475-2492
Persistent link: https://www.econbiz.de/10003522957
Saved in:
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