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~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"Economic policy review"
~isPartOf:"Working papers"
~subject:"Bankinsolvenz"
~subject:"Risk measure"
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Bankinsolvenz
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Basel Accord
61
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15
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Bank of Finland research discussion papers
Economic policy review
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22
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15
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13
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13
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10
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9
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International review of financial analysis
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Marktrisikoregulierung im Umbruch
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
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2
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
3
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
4
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
5
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
Saved in:
6
99,9% - really?
Kiema, Ilkka
;
Jokivuolle, Esa
-
2013
Persistent link: https://www.econbiz.de/10010190866
Saved in:
7
Multiple safety net regulators and agency problems in the EU : is prompt corrective action a partial solution?
Mayes, David G.
(
contributor
);
Nieto, María J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003472830
Saved in:
8
A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Jokivuolle, Esa
;
Peura, Samu
-
2001
Persistent link: https://www.econbiz.de/10001601790
Saved in:
9
Capital ratios as predictors of bank failure
Estrella, Arturo
;
Park, Sangkyun
;
Peristiani, Stavros C.
- In:
Economic policy review
6
(
2000
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001495398
Saved in:
10
Value at risk and precommitment : approaches to market risk regulation
Daripa, Arupratan
- In:
Economic policy review
4
(
1998
)
3
,
pp. 137-143
Persistent link: https://www.econbiz.de/10001338726
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