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Risikomaß
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Weiß, Gregor
5
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
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Università degli studi di Roma "La Sapienza"
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Journal of banking & finance
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ECONIS (ZBW)
183
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1
The effect of credit
guarantees
on credit availability and delinquency rates
Cowan, Kevin
;
Drexler, Alejandro
;
Yañez, Álvaro
- In:
Journal of banking & finance
59
(
2015
),
pp. 98-110
Persistent link: https://www.econbiz.de/10011544298
Saved in:
2
Central bank collateral frameworks
Nyborg, Kjell G.
- In:
Journal of banking & finance
76
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011814326
Saved in:
3
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.
;
Mo, Hengyong
;
Tang, Yi
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Saved in:
4
Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia
;
Zaffaroni, Alberto
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2046-2056
Persistent link: https://www.econbiz.de/10003778582
Saved in:
5
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
6
A credit risk model for large dimensional portfolios with application to economic capital
Nyström, Kaj
;
Skoglund, Jimmy
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2163-2197
Persistent link: https://www.econbiz.de/10003355715
Saved in:
7
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
8
Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.
;
Goldberg, Lawrence G.
;
Hanweck, Gerald …
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
Saved in:
9
Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Junker, Markus
;
Szimayer, Alex
;
Wagner, Niklas F.
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1171-1199
Persistent link: https://www.econbiz.de/10003310246
Saved in:
10
Internal ratings systems, implied credit risk and the consistency of banks ́risk classification policies
Jacobson, Tor
;
Lindé, Jesper
;
Roszbach, Kasper
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 1899-1926
Persistent link: https://www.econbiz.de/10003339447
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