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Results of search for Value-At-Risk
Records found: 6
| DP14418 |
Operational and cyber risks in the financial sector Author(s): Inaki Aldasoro, Leonardo Gambacorta, paolo giudici and Thomas Leach Published: February 2020 |
| DP6179 |
Market Liquidity and Funding Liquidity Author(s): Markus K Brunnermeier and Lasse Heje Pedersen Published: March 2007 |
| DP5279 |
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management Author(s): M Hashem Pesaran and Paolo Zaffaroni Published: October 2005 |
| DP5187 |
Risk Management with Benchmarking Author(s): Suleyman Basak, Alex Shapiro and Lucie Teplá Published: August 2005 |
| DP3403 |
An Evaluation Framework for Alternative VaR Models Author(s): Dennis Bams, Thorsten Lehnert and Christian C Wolff Published: June 2002 |
| DP2711 |
Modelling Scale-Consistent VaR with the Truncated Lévy Flight Author(s): Thorsten Lehnert and Christian C Wolff Published: February 2001 |
Records Found 6