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Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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The fatter the tail, the shorter the sail
Alsunbul, Saad; Alzugaiby, Basim; Chaudhry, Sajid M.; … - In: Accounting and finance 64 (2024) 1, pp. 331-380
Persistent link: https://www.econbiz.de/10014537491
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Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe; Hasim, Haslifah Mohamad - In: International economics : a journal published by CEPII … 156 (2018), pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
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Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
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Measuring systemic risk in the European banking sector : a copula CoVaR approach
Karimalis, Emmanouil N.; Nomikos, Nikos K. - In: The European journal of finance 24 (2018) 10/12, pp. 944-975
Persistent link: https://www.econbiz.de/10012244423
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VaR and stress tests : the impact of fat-tail risk and systemic risk on commercial banks in Hong Kong and China
So, Jacky C.; Tony U - 2017
Persistent link: https://www.econbiz.de/10012201504
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10000682884
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Wertorientiertes Risikomanagement in Banken : Analyse der Wertrelevanz und Implikationen für Theorie und Praxis
Strauß, Michael - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003758626
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Optimal economic capital allocation in banking on the basis of decision rights
Müller, Jan - 2015 - 1. Aufl
Persistent link: https://www.econbiz.de/10011309772