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Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als Alternative vorgeschlagen. Mario Brandtner charakterisiert die diesen Ansätzen zugrunde liegenden Risikoverständnisse und präsentiert Techniken zu deren Umsetzung bei der...
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In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure … from Chinese bank stocks. The univariate conditional tail risk is considerably higher than the unconditional tail risk. The … single risk factor. In general, there is a stronger cross-market tail linkage between emerging market risk factors and bank …
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and identify the tools to manage these resources. Following the fundamentals of the resource-based view (RBV), bank … from 425 bank executives employed at different digital banks located in Malaysia. To achieve our research objectives, a …
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