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~isPartOf:"Staff working papers / Bank of England"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
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2022
Persistent link: https://www.econbiz.de/10013286826
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2
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
Saved in:
3
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
-
2017
Persistent link: https://www.econbiz.de/10011669462
Saved in:
5
A Bayesian VAR benchmark for COMPASS
Domit, Sílvia
;
Monti, Francesca
;
Sokol, Andrej
-
2016
Persistent link: https://www.econbiz.de/10011443347
Saved in:
6
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
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