Pages that link to "Item:Q3119670"
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The following pages link to Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge (Q3119670):
Displaying 4 items.
- Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)
- Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
- The default risk charge approach to regulatory risk measurement processes (Q2283653) (← links)
- Expected shortfall computation with multiple control variates (Q2293929) (← links)