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Wehn, Carsten's
Scholarly Papers
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1.
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Gaisser, Sandra affiliation not provided to SSRN Memmel, Christoph Deutsche Bundesbank Schmidt, Rafael affiliation not provided to SSRN Wehn, Carsten Deutsche Bundesbank
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Market risk, portfolio
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Wehn, Carsten Deutsche Bundesbank Memmel, Christoph Deutsche Bundesbank
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Value at Risk, German banks, risk aggregation
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Stahl, Gerhard European Union - Committee of the Regions Wehn, Carsten Deutsche Bundesbank Zapp, Andreas BaFin
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backtesting, trading book, nested portfolios, trading desks, data matrix, on-site inspections
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Records 1 -
3
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