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Kalkbrener, Michael
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Risk management of non-maturing liabilities
Kalkbrener, Michael
;
Willing, Jan
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1547-1568
Persistent link: https://www.econbiz.de/10005883857
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AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
Kalkbrener, Michael
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 425-438
Persistent link: https://www.econbiz.de/10008214289
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Basel II: The maturity effect on credit risk capital - The authors argue that the Basel II maturity factor should be set considerably lower.
Kalkbrener, Michael
;
Overbeck, Ludger
- In:
Risk : managing risk in the world's financial markets
15
(
2002
)
7
,
pp. 59-64
Persistent link: https://www.econbiz.de/10007036012
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Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang M
- In:
The journal of computational finance
13
(
2010
)
3
,
pp. 81-81
Persistent link: https://www.econbiz.de/10008403082
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