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Marktpreisrisiken : Basel 3,5 - die neuen Standardverfahren
Hofmann, Christoph - In: Brennpunkt Risikomanagement und Regulierung, (pp. 57-85). 2015
Persistent link: https://www.econbiz.de/10010503316
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Measuring potential market risk
Bask, Mikael - In: Journal of financial stability 6 (2010) 3, pp. 180-186
Persistent link: https://www.econbiz.de/10009271808
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Using value-at-risk to estimate downside residential market risk
Jin, Changha; Ziobrowski, Alan J. - In: The journal of real estate research 33 (2011) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10009384941
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Calculating VaR for hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: The VaR implementation handbook, (pp. 3-24). 2009
Persistent link: https://www.econbiz.de/10003826894
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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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Model risk in VaR calculations
Schaller, Peter - In: The VaR implementation handbook, (pp. 415-437). 2009
Persistent link: https://www.econbiz.de/10003827096
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IFRS 7: Marktrisikoangaben im Bankabschluss
Grünberger, David - In: IRZ : Zeitschrift für internationale Rechnungslegung 3 (2008) 6, pp. 301-309
Persistent link: https://www.econbiz.de/10003722576
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Integration des Marktrisikos im ökonomischen Kapital
Frohböse, Dietmar - In: Handbuch ökonomisches Kapitel, (pp. 245-275). 2008
Persistent link: https://www.econbiz.de/10003751766
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Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico - 2003
Persistent link: https://www.econbiz.de/10002397745
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Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil (contributor) - 1999
Persistent link: https://www.econbiz.de/10001426217