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~isPartOf:"CIRRELT"
~isPartOf:"International journal of risk assessment and management : IJRAM"
~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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Bank risk
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Basel Accord
4
Basler Akkord
4
Risk measure
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Statistical distribution
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Operationelles Risiko
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Dionne, Georges
Guégan, Dominique
Hogan, Thomas L.
Jagtiani, Julapa
Sironi, Andrea
Wieladek, Tomasz
Hassani, Samir Saissi
4
Hassani, Bertrand K.
1
Leo, Sabrina
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International journal of risk assessment and management : IJRAM
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Journal of financial regulation and compliance : an international journal
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CESifo DICE report : journal for institutional comparisons
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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
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
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