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Marktrisiken in der Bankenaufsicht : Umsetzung der Marktrisikoregeln der Kapitaladäquanzrichtlinie
Luz, Günther; Scharpf, Paul - 1998
Persistent link: https://www.econbiz.de/10000989339
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Regulatory framework for the risk management of German credit institutions
Schulte-Mattler, Hermann - In: Risk measurement, econometrics and neural networks : …, (pp. 245-257). 1998
Persistent link: https://www.econbiz.de/10001305353
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Eigenkapitalregulierung und Risikoübernahme von Kreditinstituten
Homölle, Susanne - 1999
Persistent link: https://www.econbiz.de/10001406295
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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage
Persistent link: https://www.econbiz.de/10001379221
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Current exposure method for CCP's under Basel III
Kotzé, Antoine; Preez, Paul du - In: Risk governance & control : financial markets & institutions 3 (2013) 2, pp. 7-17
Persistent link: https://www.econbiz.de/10011438052
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Essays on the spatial aspects of banking : competition and regulation and their roles regarding risk and access to finance
Heddergott, Daniel - 2016
Persistent link: https://www.econbiz.de/10011541817
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was...
Persistent link: https://www.econbiz.de/10011545145
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Evaluation of risk management practices for quantitative models
Brooks, Devon E. - In: Operational risk: new frontiers explored, (pp. 245-264). 2012
Persistent link: https://www.econbiz.de/10011546383