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~isPartOf:"CIRRELT"
~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
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3
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basel regulation for market risk
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Dionne, Georges
Guégan, Dominique
Hogan, Thomas L.
Jagtiani, Julapa
Sironi, Andrea
Wieladek, Tomasz
Hassani, Samir Saissi
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Journal of financial regulation and compliance : an international journal
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Review of financial economics : RFE
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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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International journal of risk assessment and management : IJRAM
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Temi di discussione del Servizio Studi / Banca d'Italia
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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
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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/10013279729
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3
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012545817
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