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Die Volatilität des deutschen Aktienmarktes
Bartetzky, Peter; Nielsen, Holger - In: Die Bank : Zeitschrift für Bankpolitik und Praxis (1996) 5, pp. 314-315
Persistent link: https://www.econbiz.de/10007312627
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Inflationsgebundene Finanzprodukte: Einblicke in eine innovative Assetklasse
Krüger, Regina; Kruse, Susanne; Sauerbier, Peter; … - In: Kredit und Kapital 42 (2009) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10008246519
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Market risk - Looking forward to back testing - With increasing challenges to measure value-at risk and meet high regulatory requirements, the focus has turned to back testing as a...
Wehn, Carsten S. - In: Risk : managing risk in the world's financial markets 21 (2008) 5, pp. 90-95
Persistent link: https://www.econbiz.de/10008261272
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A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.; Lutz, Helmut; Wehn, Carsten S. - In: The journal of risk model validation 5 (2011) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10009911502
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Supervisor's portfolio : the market price risk of German banks from 2001 to 2004 ; analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten S. - In: Journal of banking regulation 7 (2006) 3/4, pp. 310-325
Persistent link: https://www.econbiz.de/10009928718
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Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 2, pp. 68-72
Persistent link: https://www.econbiz.de/10009835129
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Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 3, pp. 68-72
Persistent link: https://www.econbiz.de/10009844830
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Risk management - Event risk modelling for equities - Modelling event risk is an important challenge faced by many institutions because of new regulations. The authors develop an i...
Kehl, Annabelle; Frick, Melanie; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 24 (2011) 2, pp. 90-96
Persistent link: https://www.econbiz.de/10008846134
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Leben wir über unsere Verhältnisse?
Hellwig, Klaus; Gruber, Walter - In: Jahrbücher für Nationalökonomie und Statistik 211 (1993) 1-2, pp. 108-115
Persistent link: https://www.econbiz.de/10006007809
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Schwerpunkt Risikonlanagement - MaK -- wesentliche Eckpunkte der neuen Verlautbarung
Becker, Axel; Gruber, Walter - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 55 (2002) 17, pp. 862-867
Persistent link: https://www.econbiz.de/10006033243