Pages that link to "Item:Q1656799"
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The following pages link to Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799):
Displaying 8 items.
- Sector concentration risk: a model for estimating capital requirements (Q409790) (← links)
- Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
- A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Assessing model risk in financial and energy markets using dynamic conditional vars (Q6581598) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)