ARTICLE
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
risk measure; value at risk; tail conditional expectation; expected shortfall; bank capital; Basel accords
Online: 16 April 2019 (10:48:48 CEST)
ARTICLE
|
doi:10.20944/preprints201804.0224.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
systemic risk; sovereign default; Grexit
Online: 17 April 2018 (11:17:49 CEST)