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~isPartOf:"Working papers"
~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:"Mortgage"
~subject:"Regulation"
~subject:"Risikomaß"
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Dionne, Georges
Guégan, Dominique
Hogan, Thomas L.
Jagtiani, Julapa
Sironi, Andrea
Wieladek, Tomasz
Hassani, Samir Saissi
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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
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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
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2022
Persistent link: https://www.econbiz.de/10013273453
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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/10012423037
Saved in:
4
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
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