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Kreditrisiken - Modellierung und Management: Ein Überblick

Albrecht, Peter - 2005

ZusammenfassungDie Messung und Bewertung von Kreditrisiken stellt sich aktuell als ein sehr bedeutsames (Stichworte : Basel II, Solvency II, Kreditderivate) Gebiet dar. Allerdings hat sich hierbei keine einheitliche Vorgehensweise herausgebildet, sondern es existieren eine Vielzahl...

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Solvency II : the implications of its application on the Romanian insurance market

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Risk measures and capital requirements : a critique of the Solvency II approach

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A proposal for an open-source financial risk model

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A case for economic capital as a Pillar 1 regulatory tool

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A comparative assessment of Basel II/III and solvency II

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Solvency II and sovereign credit risk : additional empirical evidence and some thoughts about implications for regulators and lawmakers

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Fast, accurate and straightforward extreme quantiles of compound loss distributions

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Systemic risk in financial risk regulation

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Common shock approach to counterparty default risk of reinsurance

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