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~person:"Hassani, Samir Saissi"
~source:"econis"
~subject:"Basler Akkord"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Basel-III-Abkommen"
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Basler Akkord
Risikomaß
Statistische Verteilung
Basel Accord
8
Risk measure
8
CVaR
6
Statistical distribution
6
VAR model
6
VAR-Modell
6
VaR
6
Forecasting model
5
Prognoseverfahren
5
Conditional forecasting
4
Regulation
4
Regulierung
4
backtesting
4
Basel regulation for market risk
3
Estimation
3
Schätzung
3
heavy tailed distributions
3
Backtesting
2
Bank risk
2
Bankrisiko
2
Basel III
2
Expected Shortfall
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
fat-tail distribution
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mixture of distributions
2
parametric model
2
1994-2005
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Aktienindex
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Basel settlements
1
Heavy tailed distributions
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Market risk
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Marktrisiko
1
Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk management
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English
6
French
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Hassani, Samir Saissi
McAleer, Michael
30
Ongena, Steven
28
Pérez Amaral, Teodosio
25
Repullo, Rafael
21
Jiménez-Martín, Juan-Ángel
19
Suárez, Javier
19
Jokivuolle, Esa
15
Agénor, Pierre-Richard
13
Silva, Luiz A. Pereira da
13
Gersbach, Hans
12
Nikolov, Kalin
12
Wall, Larry D.
12
Admati, Anat R.
11
Chang, Chia-Lin
11
Hellwig, Martin
11
Mendicino, Caterina
11
Ayadi, Rym
10
Demirgüç-Kunt, Asli
10
Faia, Ester
10
Alper, Koray
9
Behn, Markus
9
Davis, E. Philip
9
Dionne, Georges
9
Herring, Richard J.
9
Karim, Dilruba
9
Schuermann, Til
9
Angelini, Paolo
8
Gambacorta, Leonardo
8
Haufler, Andreas
8
Saurina, Jesús
8
Wieladek, Tomasz
8
Witzany, Jiří
8
Aldasoro, Iñaki
7
Auer, Raphael A.
7
Barrell, Ray
7
Bonner, Clemens
7
Budnik, Katarzyna
7
Evanoff, Douglas Darrell
7
Goodhart, Charles A. E.
7
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CIRRELT
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ECONIS (ZBW)
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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/10014232280
Saved in:
2
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:
3
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
Saved in:
4
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/10013273453
Saved in:
5
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:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
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:
8
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/10012423037
Saved in:
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