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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Measurement"
~type:"book"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
37
Risk measure
37
Basler Akkord
17
Portfolio selection
16
Portfolio-Management
16
Forecasting model
11
Prognoseverfahren
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United States
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Spillover effect
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Spillover-Effekt
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Statistical distribution
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Statistische Verteilung
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Credit risk
3
Kreditrisiko
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Market risk
3
Marktrisiko
3
Spot market
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Spotmarkt
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1995-2009
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1997-2008
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15
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8
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Graue Literatur
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17
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17
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English
17
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McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Adrian, Tobias
1
Bruno, Brunella
1
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Nocera, Giacomo
1
Powell, Robert
1
Resti, Andrea Cesare
1
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1
Singh, Abhay Kumar
1
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Astin bulletin : the journal of the International Actuarial Association
Discussion paper / Centre for Economic Policy Research
Econometric Institute research papers
Discussion paper / Tinbergen Institute
13
Research paper series / Swiss Finance Institute
12
Working paper
11
Discussion paper
6
Working papers
6
Swiss Finance Institute Research Paper
5
CIRRELT
4
NBER Working Paper
4
NBER working paper series
4
CESifo working papers
3
CFS working paper series
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
Finance and economics discussion series
3
IES working paper
3
IMES discussion paper series / Englische Ausgabe
3
IMF working papers
3
SpringerLink / Bücher
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
Working papers / TSE : WP
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
AFI
2
Bank of Finland research discussion papers
2
BestMasters
2
Competence Center Finanz- und Bankmanagement : ccfb
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
EBA staff paper series
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
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Policy research working paper : WPS
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Risikomanager
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ECONIS (ZBW)
17
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1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
3
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
4
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
5
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
6
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
7
Risk management and regulation
Adrian, Tobias
-
2017
Persistent link: https://www.econbiz.de/10011817262
Saved in:
8
Are risk-based capital requirements detrimental to corporate lending? : evidence from Europe
Bruno, Brunella
;
Nocera, Giacomo
;
Resti, Andrea Cesare
-
2017
Persistent link: https://www.econbiz.de/10011671787
Saved in:
9
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
10
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
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