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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: International review of economics & finance : IREF 27 (2013), pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
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Die Bedeutung bankaufsichtlicher Mindestanforderungen für die Arbeit des Aufsichtsorgans
Romeike, Frank - In: Handbuch Aufsichts- und Verwaltungsräte in …, (pp. 615-635). 2013
Persistent link: https://www.econbiz.de/10009759865
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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
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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
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay K. - 2014
mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a … approach to risk modelling is the exibility in the choice of distributions used to model co-dependencies. The practical …
Persistent link: https://www.econbiz.de/10010349457
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Stand und Entwicklungslinien im Risikomanagement von Banken
Romeike, Frank - In: Corporate Governance von Kreditinstituten : …, (pp. 357-378). 2014
Persistent link: https://www.econbiz.de/10010382865