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The development of internal models approaches to bank regulation and supervision : lessons from the market risk amendment
García López, José A.; Saidenberg, Marc R. - 2000
Persistent link: https://www.econbiz.de/10001618495
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The new Basel capital accord and questions for research
Saidenberg, Marc R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785525
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Empirical analysis of the average asset correlation for real estate investment trusts
López, José A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003416235
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The empirical relationship between average asset correlation, firm probability of default, and asset size
López, José A. - In: Journal of financial intermediation 13 (2004) 2, pp. 265-283
Persistent link: https://www.econbiz.de/10002062671
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Methods for evaluating value-at-risk estimates
López, José A. - 1998
Persistent link: https://www.econbiz.de/10001487296
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Methods for evaluating value-at-risk estimates
López, José A. - In: Economic review : an annual report of the Economic … (1999) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10001471245
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Methods for evaluating value-at-risk estimates
López, José A. - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10001338728
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The empirical relationship between average asset correlation, firm probability of default and asset size
López, José A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676187