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Operational risk modelling and analysis : theory and practice
Cruz, Marcelo (contributor); Cruz, Marcelo G. (ed.) - 2004
Persistent link: https://www.econbiz.de/10002403501
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Gesamtrisiko-Messung von Banken und Unternehmen
Spellmann, Frank - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001658271
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The fundamentals of risk measurement
Marrison, Chris - 2002
Persistent link: https://www.econbiz.de/10001666567
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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2008 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10003794070
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Banking performance and risks measurement using CAMELs framework
Babu, A. Sarath; Mehrotra, Ruchi - In: Finance India : the quarterly journal of Indian … 29 (2015) 4, pp. 1237-1244
Persistent link: https://www.econbiz.de/10011455302
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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002259671
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Bigger is not always safer : a critical analysis of the subadditivity assumption for coherent risk measures
Rau-Bredow, Hans - In: Risks : open access journal 7 (2019) 3/91, pp. 1-18
rejected, since a subadditive risk measure, by definition, cannot account for such increased risks. …This paper provides a critical analysis of the subadditivity axiom, which is the key condition for coherent risk … measures. Contrary to the subadditivity assumption, bank mergers can create extra risk. We begin with an analysis how a merger …
Persistent link: https://www.econbiz.de/10012126479
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin - In: The journal of risk model validation 17 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014485590