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~isPartOf:"CIRRELT"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Dionne, Georges"
~person:"Guégan, Dominique"
~person:"Hogan, Thomas L."
~person:"Jagtiani, Julapa"
~person:"Sironi, Andrea"
~person:"Wieladek, Tomasz"
~subject:"Bank risk"
~subject:"Bankrisiko"
~subject:"Kreditgeschäft"
~subject:"Mortgage"
~subject:"Regulation"
~subject:"Risikomaß"
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Search: subject_exact:"Basel-III-Abkommen"
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Bank risk
Bankrisiko
Kreditgeschäft
Mortgage
Regulation
Risikomaß
Basel Accord
5
Basler Akkord
5
CVaR
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Risk measure
3
Schätzung
3
Statistical distribution
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Statistische Verteilung
3
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VAR-Modell
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VaR
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Großbritannien
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backtesting
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heavy tailed distributions
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1998-2006
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2005-2007
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Basel III
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Basel regulation for market risk
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Credit market
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Credit rationing
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Expected Shortfall
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Geldpolitik
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Hausbank
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KMU
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Dionne, Georges
Guégan, Dominique
Hogan, Thomas L.
Jagtiani, Julapa
Sironi, Andrea
Wieladek, Tomasz
Hassani, Samir Saissi
4
Repullo, Rafael
3
Suárez, Javier
3
Karmakar, Sudipto
2
Martinez-Miera, David
2
Zechner, Josef
2
Adrian, Tobias
1
Bijlsma, Michiel J.
1
Boone, Jan
1
Bruno, Brunella
1
Degryse, Hans
1
Demir, Banu
1
Gambacorta, Leonardo
1
Gehrig, Thomas P.
1
Gersbach, Hans
1
Iannino, Maria Chiara
1
Karapetyan, Artashes
1
Liebig, Thilo
1
Mankart, Jochen
1
Mariathasan, Mike
1
Mendicino, Caterina
1
Merrouche, Ouarda
1
Michaelides, Alexander G.
1
Michalski, Tomasz
1
Nikolov, Kalin
1
Nocera, Giacomo
1
Pagratis, Spyros
1
Perotti, Enrico C.
1
Porath, Daniel
1
Ratnovski, Lev
1
Resti, Andrea Cesare
1
Rochet, Jean-Charles
1
Saurina, Jesús
1
Stoughton, Neal
1
Stoughton, Neal M.
1
Tressel, Thierry
1
Trucharte, Carlos
1
Uluc, Arzu
1
Verdier, Thierry
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Discussion paper / Centre for Economic Policy Research
Working papers
4
Journal of financial services research : JFSR
3
The journal of operational risk
3
Working papers / Bank of England
3
FRB of Philadelphia Working Paper
2
Journal of financial regulation and compliance : an international journal
2
Review of financial economics : RFE
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
AIER Sound Money Project Working Paper
1
Annals of finance
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Bank of England Working Paper
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CESifo DICE report : journal for institutional comparisons
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Credit risk : models, derivatives, and management
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Economic policy : a European forum
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European economic review : EER
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Finance and economics discussion series
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International journal of risk assessment and management : IJRAM
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Journal of economics & business
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Journal of financial intermediation
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Journal of money, credit and banking : JMCB
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Journal of regulatory economics
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Journal of risk
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Journal of risk : JOR
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Journal of risk and financial management : JRFM
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Journal of risk management in financial institutions
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Mercatus Center Working Paper
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Staff working papers / Bank of England
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Temi di discussione del Servizio Studi / Banca d'Italia
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The journal of business : B
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / European Central Bank
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ECONIS (ZBW)
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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/10014234014
Saved in:
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/10013279729
Saved in:
3
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/10012545817
Saved in:
4
Capital requirements, risk shifting and the mortage market
Uluc, Arzu
;
Wieladek, Tomasz
-
2016
Persistent link: https://www.econbiz.de/10011494130
Saved in:
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