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~institution:"Basel Committee on Banking Supervision"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~subject:"Basel Accord"
~subject:"exchange rates"
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Bayesian Tail Risk Forecasting...
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Basel Accord
exchange rates
Risikomanagement
51
Risk management
45
Welt
20
World
20
Bankenaufsicht
17
Banking supervision
17
Basler Akkord
15
Bank risk
14
Bankrisiko
14
risk management
12
GARCH
11
Bank liquidity
10
Bankenliquidität
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Kreditrisiko
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Credit risk
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Interest rate risk
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Risikomaß
6
Risk measure
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value-at-risk
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Theorie
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Theory
4
Bank management
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Bankmanagement
3
Fair value accounting
3
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HAR
3
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3
Operationelles Risiko
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1
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1
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English
15
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Chang, C-L.
3
McAleer, M.J.
3
Baritsch, Vincent
1
Bennett, Rosalind L.
1
Birn, Martin
1
Blochwitz, Stefan
1
Bos, C.S.
1
Dijk, H.K. van
1
Duellmann, Klaus
1
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1
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1
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Basel Committee on Banking Supervision
Erasmus University Rotterdam, Econometric Institute
International Monetary Fund (IMF)
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
7
Oesterreichische Nationalbank
5
Department of Economics and Finance, College of Business and Economics
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Institute of Economic Research, Kyoto University
4
International Monetary Fund
4
National Bureau of Economic Research
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
The Wharton Financial Institutions Center
3
Tinbergen Instituut
3
Österreich / Finanzmarktaufsicht (FMA)
3
Bank-Verlag GmbH
2
Deutscher Genossenschafts-Verlag eG
2
Finanz Colloquium Heidelberg
2
Global Association of Risk Professionals
2
IGI Global
2
International Association for the Study of Insurance Economics
2
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
2
SUERF - The European Money and Finance Forum
2
Springer Fachmedien Wiesbaden
2
Tilburg University, Center for Economic Research
2
Tinbergen Institute
2
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Bank of England / Prudential Regulation Authority
1
Berufsakademie Sachsen - Staatliche Studienakademie Glauchau
1
Books on Demand GmbH <Norderstedt>
1
Bundesverband der Deutschen Volksbanken und Raiffeisenbanken
1
CESifo
1
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
Center for Economic Research <Tilburg>
1
Central Bank of Ireland
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre for Analysis of Risk and Regulation <London>
1
Conference Current Directions in Financial Regulation <2004, Toronto>
1
Department of Economics, City University
1
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Econometric Institute Report
4
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3
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ECONIS (ZBW)
15
RePEc
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1
Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project
Duellmann, Klaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003424668
Saved in:
2
International framework for liquidity risk measurement, standards and monitoring : consultative document
2009
-
Dec. 2009
Persistent link: https://www.econbiz.de/10008653493
Saved in:
3
Analysis of the trading book quantitative impact study
2009
Persistent link: https://www.econbiz.de/10008653495
Saved in:
4
Daily exchange rate behaviour and hedging of currency risk
Bos, C.S.
;
Mahieu, R.J.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
1999
Carlo methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10008584714
Saved in:
5
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008570643
Saved in:
6
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008584711
Saved in:
7
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10008584742
Saved in:
8
Observed range of practice in key elements of advanced measurement approaches (AMA)
2009
-
July 2009
Persistent link: https://www.econbiz.de/10003902856
Saved in:
9
Observed range of practice in key elements of advanced measurement approaches (AMA)
2006
Persistent link: https://www.econbiz.de/10003385490
Saved in:
10
Operational risk : supervisory guidelines for the advanced measurement approaches
2011
-
June 2011
Persistent link: https://www.econbiz.de/10009232484
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