Showing 1 - 10 of 75,113
Persistent link: https://www.econbiz.de/10011687062
Persistent link: https://www.econbiz.de/10011637827
Persistent link: https://www.econbiz.de/10001598028
Persistent link: https://www.econbiz.de/10012244434
From a banking supervisory perspective, this paper analyses aspects of market risk of an aggregated trading portfolio comprised of the trading books of 11 German banks with a regulatory approved internal market risk model. Based on real, clean profit and loss data and Value-at-Risk estimates of...
Persistent link: https://www.econbiz.de/10003846947
Persistent link: https://www.econbiz.de/10010519335
Persistent link: https://www.econbiz.de/10011301316
Persistent link: https://www.econbiz.de/10011304279
Persistent link: https://www.econbiz.de/10009697318
Persistent link: https://www.econbiz.de/10010394119