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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?
Rünger, Petra; Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 2004
Operationelle Risiken stellen für Banken nach dem Kreditrisiko die zweitwichtigste Risikokategorie dar. Ein effektives Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der bankaufsichtsrechtlichen Vorgaben...
Persistent link: https://www.econbiz.de/10009207050
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Activities that do not require physical contact or geographical proximity
Blinder, Alan S. - In: CESifo Forum 7 (2006) 2, pp. 39-40
Persistent link: https://www.econbiz.de/10005013135
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For now, middle-skilled jobs are the most vulnerable
Levy, Frank; Murnane, Richard J. - In: CESifo Forum 7 (2006) 2, pp. 38-38
Persistent link: https://www.econbiz.de/10005013199
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Loss risk through fraud in car insurance
Ayuso, Mercedes; Guillen, Montserrat; Bolancé, Catalina - Xarxa de Referència en Economia Aplicada (XREAP) - 2011
detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the … investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or … non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the …
Persistent link: https://www.econbiz.de/10010614908
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The Nature of Persistence in Turkish Real Exchange Rates
ERLAT, HALUK - In: Emerging Markets Finance and Trade 39 (2003) 2, pp. 70-97
The objective of this paper is to investigate the persistence in Turkish real exchange rates (RER) using unit root tests and autoregressive fractionally integrated moving average (ARFIMA) models. We consider two RERs, one in terms of the German DM and the other, in terms of the US$. The plots of...
Persistent link: https://www.econbiz.de/10005818592
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Robust Mean-Variance Portfolio Selection
Perret-Gentil, Cédric; Victoria-Feser, Maria-Pia - Swiss Finance Institute - 2005
This paper investigates model risk issues in the context of mean-variance portfolio selection. We analytically and numerically show that, under model misspecification, the use of statistically robust estimates instead of the widely used classical sample mean and covariance is highly beneficial...
Persistent link: https://www.econbiz.de/10005771816
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Trust and Growth: A Shaky Relationship
Berggren, Niclas; Elinder, Mikael; Jordahl, Henrik - Institutet för Näringslivsforskning (IFN) - 2007
. We find that when outliers (especially China) are removed, the trust-growth relationship is no longer robust. On average …
Persistent link: https://www.econbiz.de/10005645408
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Robust classification procedures based on dichotomous and continuous variables
Balakrishnan, N.; Tiku, M. - In: Journal of Classification 5 (1988) 1, pp. 53-80
Persistent link: https://www.econbiz.de/10005757496
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Kalman filter with outliers and missing observations
Cipra, T.; Romera, R. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 2, pp. 379-395
Persistent link: https://www.econbiz.de/10005759556
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Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
Verardi, Vincenzo; Wagner, Joachim - Institute for the Study of Labor (IZA) - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10008506086