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Economic capital structure and banking financial risks aggregation
Pomorina, Marina - In: Risk assessment and financial regulation in emerging …, (pp. 251-273). 2021
regulatory risks and the risk capital required to fully cover bank's total risk (economic capital). Therefore, the Basel …, assessed using quantitative methods. We propose a simulation model of the bank’s economic capital where the total risk is … capital model makes it possible to assess the distribution of the bank’s total risk at different management levels (products …
Persistent link: https://www.econbiz.de/10012591753
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Agent-based risk management : a regulatory approach to financial markets
Theobald, Thomas - In: Journal of economic studies 42 (2015) 5, pp. 780-820
Persistent link: https://www.econbiz.de/10011348924
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Agent-based risk management : a regulatory approach to financial markets
Theobald, Thomas - 2012
vorgibt, kann nur der verhaltensorientierte Ansatz, Turbulenzen am Finanzmarkt abbilden - auch wenn die letzten 250 …
Persistent link: https://www.econbiz.de/10009616510
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Measuring dynamic market risk charge for market risks
Rahim, Norhana Abd.; Tafri, Fauziah Hanim - In: International journal of economics, finance and … 1 (2013) 3, pp. 175-180
Persistent link: https://www.econbiz.de/10010251805
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The main theoretical aspects regarding the capital adequacy models
Anghelache, Constantin; Grigorescu, Dana Luiza; … - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 261-270
Persistent link: https://www.econbiz.de/10012671960
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Does the financial market compensate investors for operational Losses?
Hasman, Augusto - In: Operations research letters 49 (2021) 1, pp. 101-105
Persistent link: https://www.econbiz.de/10012486236
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Risk-based capital requirements and optimal liquidation in a stress scenario
Braouezec, Yann; Wagalath, Lakshithe - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 747-782
Persistent link: https://www.econbiz.de/10011991324
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Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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Essays in microeconomics of banking
Kowalik, Michał Karol - 2009
Persistent link: https://www.econbiz.de/10003861660
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Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês; Jorge, José - In: Economic modelling 32 (2013), pp. 602-607
Persistent link: https://www.econbiz.de/10009762012