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~person:"Hahn, Carsten"
~person:"Horsch, Andreas"
~person:"Wilkens, Sascha"
~person:"Zhu, Xiaoqian"
~subject:"Bank risk"
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Bank risk
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20
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9
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Hahn, Carsten
Horsch, Andreas
Wilkens, Sascha
Zhu, Xiaoqian
Broll, Udo
9
Wahl, Jack E.
8
McAleer, Michael
7
Daníelsson, Jón
6
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5
Hautsch, Nikolaus
5
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5
Li, Jianping
5
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5
Wehn, Carsten
5
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4
Farkas, Walter
4
Kupiec, Paul H.
4
Neisen, Martin
4
Pérez Amaral, Teodosio
4
Röth, Stefan
4
Stulz, René M.
4
Adrian, Tobias
3
Begley, Taylor A.
3
Betz, Frank
3
Bianchi, Michele Leonardo
3
Chan, Felix
3
Düllmann, Klaus
3
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3
Eufinger, Christian
3
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3
Hammoudeh, Shawkat
3
Johanning, Lutz
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3
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3
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3
Locarek-Junge, Hermann
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Frankfurt School Verlag GmbH
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The journal of operational risk
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1
European financial management : the journal of the European Financial Management Association
1
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1
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Review of Pacific Basin financial markets and policies
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Review of quantitative finance and accounting
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e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
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ECONIS (ZBW)
14
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1
IRC and CRM : Modelling Framework for the 'Basel 2.5' Risk Measures
Wilkens, Sascha
;
Brunac, Jean-Baptiste
;
Chorniy, Vladimir
-
2023
the new capital requirements for market risks in a bank’s trading book ("Basel 2.5"). Both are
Value-at-Risk
-type measures …
Persistent link: https://www.econbiz.de/10014257295
Saved in:
2
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
3
Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian
;
Li, Jianping
;
Wu, Dengsheng
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
Saved in:
4
Factors driving systemic risk of banks in Latin America
Kleinow, Jacob
;
Horsch, Andreas
;
García Molina, Mario
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011795624
Saved in:
5
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
6
Default Risk Charge : Modeling Framework for the 'Basel' Risk Measure
Wilkens, Sascha
-
2017
Revised standards for capital requirements for market risks in a bank's trading book have been issued as a result of the Fundamental Review of the Trading Book. Under the new standards, default risk needs to be measured and capitalized through a dedicated Default Risk Charge (DRC). While...
Persistent link: https://www.econbiz.de/10012971306
Saved in:
7
Risikomanagement
Horsch, Andreas
;
Schulte, Michael
-
2016
-
5., vollständig überarbeitete Auflage
Persistent link: https://www.econbiz.de/10011455332
Saved in:
8
Wertorientierte Banksteuerung II
Horsch, Andreas
;
Schulte, Michael
-
2016
-
5th ed
.1 Zum Risikobegriff -- 2.2
Value-at-Risk
-Konzepte -- 2.2.1 Analytisches Grundmodell -- 2.2.2 Simulationsmodelle -- 2 …
Persistent link: https://www.econbiz.de/10011682836
Saved in:
9
The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking
Li, Jianping
;
Zhu, Xiaoqian
;
Xie, Yongjia
;
Chen, Jianming
; …
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013262974
Saved in:
10
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
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