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subject:"Market risk"
~isPartOf:"Journal of banking & finance"
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~subject:"Schätzung"
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Journal of banking & finance
IMF Staff Country Reports
55
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7
The journal of real estate research
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The professional risk managers' guide to financial instruments
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1
A factor-model approach for correlation scenarios and correlation stress testing
Packham, Natalie
;
Wöbbeking, Carl Fabian
- In:
Journal of banking & finance
101
(
2019
),
pp. 92-103
Persistent link: https://www.econbiz.de/10012162627
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2
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
3
Managing risk in multi-asset class, multimarket central counterparties : the CORE approach
Vicente, Luis A. B. G.
;
Cerezetti, F. V.
;
De Faria, S. R.
; …
- In:
Journal of banking & finance
51
(
2015
),
pp. 119-130
Persistent link: https://www.econbiz.de/10011377281
Saved in:
4
Credit spread changes within switching regimes
Chun, Olfa Maalaoui
;
Dionne, Georges
;
François, Pascal
- In:
Journal of banking & finance
49
(
2014
),
pp. 41-55
Persistent link: https://www.econbiz.de/10010508076
Saved in:
5
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
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