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Granularitaet dominiert Korrelation
Huschens, Stefan; Stahl, Gerhard - In: Risknews : das Fachmagazin für Risikomanagement 1 (2004) 6, pp. 28-29
Persistent link: https://www.econbiz.de/10006018530
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VaR und gut
Stahl, Gerhard; Zapp, Andreas; Jaschke, Stefan - In: Risknews : das Fachmagazin für Risikomanagement 1 (2004) 5, pp. 27-29
Persistent link: https://www.econbiz.de/10006019879
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Gibt es eine europäische Antwort auf die Beschäftigungskrise?
Stahl, Gerhard - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 74 (1994) 3, pp. 146-150
Persistent link: https://www.econbiz.de/10007567187
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Die Entwicklung der Europäischen Union und ihre Auswirkungen auf die Kommunen
Stahl, Gerhard - In: Der Landkreis : Zeitschrift für kommunale Selbstverwaltung 83 (2013) 1-2, pp. 15-17
Persistent link: https://www.econbiz.de/10010167257
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Opinion - Why value at risk holds its own - The increasing complexity of financial markets raises the question of how risk can be communicated effectively across a broad spectrum o...
Lotz, Christopher; Stahl, Gerhard - In: Euromoney (2005), pp. 96-100
Persistent link: https://www.econbiz.de/10006239965
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THREE CHEER5 - Why the Basle Committee's market risk multiplication factor is fully justified.
Stahl, Gerhard - In: Risk : managing risk in the world's financial markets 10 (1997) 5, pp. 67-69
Persistent link: https://www.econbiz.de/10007069835
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FORUM - EU Cohesion Policy: Challenges and Responses - A Cohesion Policy for the Future
Stahl, Gerhard; Lluna, Damian - In: Intereconomics : review of European economic policy 38 (2003) 6, pp. 295-301
Persistent link: https://www.econbiz.de/10007456635
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A general framework for IRBA backtesting
Huschens, Stefan; Stahl, Gerhard - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 53 (2005) 4, pp. 241-248
Persistent link: https://www.econbiz.de/10009079514
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On the Appropriateness of Inappropriate VAR Models
Härdle, Wolfgang K. - 2017
The Value-at-Risk calculation reduces the dimensionality of the risk factor space. The main reasons for such simplifications are, e.g., technical efficiency, the logic and statistical appropriateness of the model. In Chapter 2 we present three simple mappings: the mapping on the market index,...
Persistent link: https://www.econbiz.de/10012966229
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Prolegomenon for Managing Climate Risk
Kiesel, Ruediger; Stahl, Gerhard - 2022
We put climate risks in the perspective of model risk using a model in the wide sense. Climate risks are systemic risks and may be clustered according to so-called volatilities, uncertainties, complexities and ambiguities (VUCA) criteria. The dominating VUCA component of climate risk is...
Persistent link: https://www.econbiz.de/10014239008