Similar Search Results

Guegan, Dominique; Tarrant, Wayne - HAL - 2012

situations. We give examples, showing the need for the reporting of multiple risk measures in order to determine a bank's loss …

Persistent link: https://www.econbiz.de/10010930200

Guegan, Dominique; Tarrant, Wayne - HAL - 2010

, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …

Persistent link: https://www.econbiz.de/10010549093

Guegan, Dominique; Tarrant, Wayne - HAL - 2012

, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …

Persistent link: https://www.econbiz.de/10010610166

Guégan, Dominique; Tarrant, Wayne - In: Annals of Finance 8 (2012) 4, pp. 533-552

information from multiple risk measures in order to determine a bank’s loss distribution. We conclude by suggesting a regulatory …

Persistent link: https://www.econbiz.de/10010866511

Guegan, Dominique; Tarrant, Wayne - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010

, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …

Persistent link: https://www.econbiz.de/10008622036

Guegan, Dominique; Tarrant, Wayne - HAL - 2011

situations. We give examples, showing the need for the reporting of multiple risk measures in order to determine a bank's loss …

Persistent link: https://www.econbiz.de/10010635039

Guegan, Dominique; Tarrant, Wayne - HAL - 2012

, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …

Persistent link: https://www.econbiz.de/10011026058