Similar Search Results

Narrow search

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Marktwertcontrolling im Währungsportfolio

Nolte, Matthias - 1997

Persistent link: https://www.econbiz.de/10000634771

Bank capital and portfolio management : the 1930's "capital crunch" and scramble to shed risk

Calomiris, Charles W.; Wilson, Berry K. - 1998

Persistent link: https://www.econbiz.de/10000672834

Cross risks im liquiditätsmäßig-finanziellen Bereich von Kreditinstituten

Gramlich, Dieter - 1996

Persistent link: https://www.econbiz.de/10000953756

Konfidenzintervalle für den Value-at-Risk

Huschens, Stefan - 1997

Persistent link: https://www.econbiz.de/10000961723

Measuring model risk

Sibbertsen, Philipp (contributor); … - 2008

Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious over- or...