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subject:"World"
type_genre:"Non-commercial literature"
~accessRights:"restricted"
~person:"Prorokowski, Lukasz"
~subject:"Finanzdienstleistung"
~subject:"Germany"
~type_genre:"Article in journal"
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Prorokowski, Lukasz
Li, Jianping
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Zhu, Xiaoqian
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Allan, Neil
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Andreeva, Galina
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Journal of financial regulation and compliance : an international journal
1
Journal of risk finance : the convergence of financial products and insurance
1
The journal of risk model validation
1
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ECONIS (ZBW)
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Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
2
Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Prorokowski, Lukasz
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
5
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011531076
Saved in:
3
Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz
;
Prorokowski, Hubert
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
4
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
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