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The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
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Modelling risk-weighted assets: looking beyond stress tests
Švéda, Josef; Panoš, Jiří; Siuda, Vojtěch - 2023
Persistent link: https://www.econbiz.de/10014447400
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014266283
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Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng; Lee, Shih-Cheng; Chen, Jiun-Lin - In: International review of economics & finance : IREF 79 (2022), pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
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Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg; Walder, Roger - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
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Replacing ratings
Becker, Bo; Opp, Marcus M. - 2013
Persistent link: https://www.econbiz.de/10009785422
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Skewness of returns, capital adequacy, and mortgage lending
Dimou, Paraskevi; Lawrence, Colin; Milne, Alistair - In: Journal of financial services research : JFSR 28 (2005) 1/2/3, pp. 135-161
Persistent link: https://www.econbiz.de/10003227605
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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Jokivuolle, Esa; Peura, Samu - 2001
Persistent link: https://www.econbiz.de/10001601790
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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Peura, Samu - In: Essays on corporate hedging, (pp. 98-118). 2003
Persistent link: https://www.econbiz.de/10001755895
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A theory of risk capital
Erel, Isil; Myers, Stewart C.; Read, James A. - In: Journal of financial economics 118 (2015) 3, pp. 620-635
Persistent link: https://www.econbiz.de/10011480544