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Marktpreisrisiko-Reporting bei Nichtfinanzinstituten nach IFRS 7: empirische Befunde zum Einsatz von Value at Risk und Sensitivitätsanalysen bei kapitalmarktorientierten Unternehme...

Fürst, Benedikt; Henselmann, Klaus; Klein, Martin - 2009

The paper shows the ways of disclosing financial risks by IFRS 7 and certain types of sensitivity analysis. The different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for reporting are faced critically. Following, the manner of...

Persistent link: https://www.econbiz.de/10010299998

Marktpreisrisiko-Reporting bei Nichtfinanzinstituten nach IFRS 7: empirische Befunde zum Einsatz von Value at Risk und Sensitivitätsanalysen bei kapitalmarktorientierten Unternehme...

Fürst, Benedikt; Henselmann, Klaus; Klein, Martin - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10008479029

Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach

Mejdoub, Hanène; Arab, Mounira Ben - In: Research in international business and finance 45 (2018), pp. 208-218

Persistent link: https://www.econbiz.de/10011983230

Insurance risk capital and risk aggregation : bivariate copula approach

Mejdoub, Hanène; Arab, Mounira Ben - In: International journal of computational economics and … 9 (2019) 3, pp. 202-218

Persistent link: https://www.econbiz.de/10012115324

Catastrophe reinsurance pricing-modification of dynamic asset-liability management

Kang, Han-Bin; Chang, Hsuling; Chang, Tsangyao - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 5-20

Persistent link: https://www.econbiz.de/10013530987

A weighted Monte Carlo simulation approach to risk assessment of information security management system

Bamakan, Seyed Mojtaba Hosseini; Dehghanimohammadabadi, … - In: International journal of enterprise information systems … 11 (2015) 4, pp. 63-78

Persistent link: https://www.econbiz.de/10011434390