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Corporate risk management : theories and applications

Dionne, Georges - 2019

Persistent link: https://www.econbiz.de/10012033305

Die Bankenkrise : Ursachen und Folgen im Risikomanagement

Romeike, Frank (ed.) - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003849270

Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009

risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models … to measure Value-at-Risk (VaR). The risk estimates of these models are used to determine capital requirements and … estimated VaR. In this paper we define risk management in terms of choosing sensibly from a variety of risk models, discuss the …

Persistent link: https://www.econbiz.de/10011378354

Hidden Markov regimes in operational loss data : application to the recent financial crisis

Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10011639714

"Große Bankbetriebe sind wie Atomkraftwerke zu beurteilen" : Interview mit Wolfgang Hartmann, Institut für Risikomanagement und Regulierung

Hartmann, Wolfgang; Romeike, Frank - In: Risiko-Manager (2009) 21, pp. 20-26

Persistent link: https://www.econbiz.de/10003886311

Risikoblindheit und Methodikschwächen im Risikomanagement

Gleißner, Werner; Romeike, Frank - In: Die Bankenkrise : Ursachen und Folgen im Risikomanagement, (pp. 59-88). 2010

Persistent link: https://www.econbiz.de/10003945924

A practical application of extreme value theory to operational risk in banks

Dahen, Hela; Dionne, Georges; Zajdenweber, Daniel - In: The journal of operational risk 5 (2010/11) 2, pp. 63-78

Persistent link: https://www.econbiz.de/10003996359

It pays to violate : how effective are the Basel accord penalties in encouraging risk management?

Da Veiga, Bernardo; Chan, Felix; McAleer, Michael - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 95-116

Persistent link: https://www.econbiz.de/10009512724

Has the Basel Accord improved risk management during the Global Financial Crisis?

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012 - Revised: October 2012

Persistent link: https://www.econbiz.de/10010360666

Has the Basel accord improved risk management during the global financial crisis?

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012

Persistent link: https://www.econbiz.de/10010360674