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1
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
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2
A new semiparametric mirrored historical simulation value-at-risk model
Radivojević, Nikola
;
Filipović, Luka
;
Brzaković, …
- In:
Romanian journal of economic forecasting
23
(
2020
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1
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pp. 5-21
Persistent link: https://www.econbiz.de/10012421878
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The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
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Scheule, Harald
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2018
Persistent link: https://www.econbiz.de/10012201906
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4
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank
-
2000
Persistent link: https://www.econbiz.de/10001506939
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5
Bankaufsichtsrechtliche Anerkennung interner Kreditportfoliomodelle
Lücke, Tobias
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009316525
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6
The effect of corruption on microfinance loan portfolio : a semiparametric analysis
Kebede, Jeleta
;
Tawiah, Vincent Konadu
;
Gyapong, Ernest
- In:
Economics of transition and institutional change
31
(
2023
)
1
,
pp. 241-268
Persistent link: https://www.econbiz.de/10013471988
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7
Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?
Gürtler, Marc
;
Heithecker, Dirk
;
Hibbeln, Martin
- In:
Kredit und Kapital
41
(
2008
)
1
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pp. 79-124
Persistent link: https://www.econbiz.de/10003715919
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Kreditportfoliomodelle zur internen Ermittlung der Eigenkapitalunterlegung
Klingelhöfer, Heinz Eckart
;
Albrecht, Wolfgang
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
38
(
2009
)
8/9
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pp. 1116-1121
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Credit risk management : basic concepts ; financial risk components, rating analysis, models, economic and regulatory capital
Van Gestel, Tony
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Baesens, Bart
-
2009
Persistent link: https://www.econbiz.de/10003688827
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10
Bedeutung und Messung des Loss-Given-Defaults im Rahmen der ökonomischen und aufsichtsrechtlichen Kreditrisikomodellierung
Asmus, Corinna
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2007
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1. Aufl.
Persistent link: https://www.econbiz.de/10003538202
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