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An analysis of the determinants of bank ratings : comparison across ratings agencies
Bissoondoyal-Bheenick, Ernawtee; Sirimon Treepongkaruna - In: Australian journal of management 36 (2011) 3, pp. 405-424
Persistent link: https://www.econbiz.de/10009410599
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Überblick über die Methoden der Marktrisikomessung
Gendrisch, Thorsten - In: Handbuch Solvabilität : aufsichtliche …, (pp. 285-309). 2014
Persistent link: https://www.econbiz.de/10010355252
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Essays on model risk : the role of volatility for the accuracy of financial risk models
Rohde, Johannes - 2015
Credit risk, market risk, backtesting, volatility break. - Kreditrisiko, Marktrisiko, Backtesting, Volatilitätsbruch …
Persistent link: https://www.econbiz.de/10011453199
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Risk management in emerging markets : issues, framework, and modeling
Boubaker, Sabri (ed.); Buchanan, Bonnie (ed.);  … - 2016 - First edition
Persistent link: https://www.econbiz.de/10011520743
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Credit valuation adjustment modelling during a global low interest rate environment
Macek, Petr; Teplý, Petr - 2015
The 2008/2009 global crisis highlighted the vulnerabilities and inter-dependencies in the financial system including the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails. In this paper, we deal with risk under Basel III banking regulation and...
Persistent link: https://www.econbiz.de/10010468530
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Validierung von Risikomodellen und Parametern
Gruber, Walter; Hofmann, Christoph - In: Handbuch ICAAP, (pp. 135-158). 2015
Persistent link: https://www.econbiz.de/10010505138
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Unique risks of Islamic modes of finance : systemic, credit and market risks
Kayed, Rasem N.; Mohammed, Kassim M. - In: Journal of Islamic economics, banking and finance 5 (2009) 3, pp. 9-34
Persistent link: https://www.econbiz.de/10008936071
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Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009
Persistent link: https://www.econbiz.de/10003827094
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Bewertungsansätze für Asset Backed Securities (ABS) bei illiquiden Märkten : Zusammenführung der Marktrisiko- und Kreditrisikoperspektive in einem pragmatischen Lösungsweg
Schuh, Dirk Wilhelm; Kebbel, Gerhard - In: Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht (2009) 2, pp. 56-63
Persistent link: https://www.econbiz.de/10003798384
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Stress testing at the IMF
Moretti, Marina; Stolz, Stéphanie; Swinburne, Mark - 2008
Persistent link: https://www.econbiz.de/10003803540