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type_genre:"Government document"
~person:"Cipra, Tomáš"
~person:"Scaillet, Olivier"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomanagement
8
Risk management
8
Credit risk
5
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4
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4
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Cipra, Tomáš
Scaillet, Olivier
Ivanov, Dmitry
46
Gleißner, Werner
40
Broll, Udo
26
Dolgui, Alexandre
22
Gatzert, Nadine
21
Fabozzi, Frank J.
18
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18
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17
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17
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17
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17
Turvey, Calum Greig
17
Wagner, Stephan M.
17
Wang, Ruodu
17
Eling, Martin
16
McConnell, Patrick
16
Romeike, Frank
16
Mußhoff, Oliver
15
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Blackhurst, Jennifer
14
Choi, Tsan-Ming
14
Liu, Shan
14
Tan, Ken Seng
14
Embrechts, Paul
13
Hussainey, Khaled
13
Li, Johnny Siu-Hang
13
Zhu, Xiaoqian
13
Finger, Robert
12
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12
Righi, Marcelo Brutti
12
Sherris, Michael
12
Wu, Desheng Dash
12
Bhansali, Vineer
11
Govindan, Kannan
11
Gupta, Aparna
11
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11
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11
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11
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ECONIS (ZBW)
8
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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
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:
4
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:
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
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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