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~subject:"Risk management"
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A Simplified Method for Calcul...
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Risk management
Theorie
21
Theory
21
Risikomaß
15
Risk measure
15
Credit risk
10
Kreditrisiko
10
Japan
9
Portfolio selection
7
Portfolio-Management
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Bank lending
6
Kreditgeschäft
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Measurement
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Messung
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Risikomanagement
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Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Insolvency
4
Insolvenz
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Simulation
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risk aggregation
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Collateral
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Estimation
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Expected loss (EL)
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Exposure at default (EaD)
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Interest rate derivative
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Kreditsicherung
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Loss given default (LGD)
3
Multivariate Verteilung
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Multivariate distribution
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Probability of default (PD)
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Verlust
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copula
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English
6
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Yoshiba, Toshinao
6
Katō, Toshiyasu
2
Yamai, Yasuhiro
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IMES discussion paper series
2
Monetary and economic studies
2
Bank of Japan working paper series
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IMES discussion paper series / Englische Ausgabe
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ECONIS (ZBW)
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1
Risk aggregation with copula for banking industry
Yoshiba, Toshinao
-
2015
Persistent link: https://www.econbiz.de/10011375924
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2
Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao
-
2013
Persistent link: https://www.econbiz.de/10010189914
Saved in:
3
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
1
,
pp. 57-85
Persistent link: https://www.econbiz.de/10001636734
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4
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001486141
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5
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10001539621
Saved in:
6
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001564769
Saved in:
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