Silvan Ebnöther

Zurich Cantonal Bank

Josefstrasse 222

CH-8000 Zurich

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 3,449

SSRN RANKINGS

Top 3,449

in Total Papers Downloads

8,721

CITATIONS
Rank 28,836

SSRN RANKINGS

Top 28,836

in Total Papers Citations

8

Scholarly Papers (5)

1.

Modelling Operational Risk

Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 23 Posted: 11 Dec 2001 Last Revised: 06 Jan 2010
Zurich Cantonal Bank, University of Basel, ETH Zürich - Department of Mathematics and Zurich Cantonal Bank
Downloads 4,948 (980)
Citation 3

Abstract:

Operational Risk, Risk Management, Extreme Value Theory, VaR

2.
Downloads 2,216 ( 4,350)
Citation 2

Operational Risk: A Practitioner's View

Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 15 Posted: 18 Nov 2002 Last Revised: 15 Feb 2011
University of Basel, Zurich Cantonal Bank, Zurich Cantonal Bank and ETH Zürich - Department of Mathematics
Downloads 2,216 (4,251)
Citation 2

Abstract:

Operational Risk, Risk Management, VaR

Operational Risk: A Practitioner's View

Journal of Risk, Vol. 5, No. 3, Spring 2003
Posted: 18 Jun 2003
University of Basel, Zurich Cantonal Bank, Zurich Cantonal Bank and ETH Zürich - Department of Mathematics

Abstract:

3.

Optimal Credit Limit Management Under Different Information Regimes

Number of pages: 29 Posted: 12 Oct 2003
Markus Leippold, Paolo Vanini and Silvan Ebnöther
University of Zurich - Department of Banking and Finance, University of Basel and Zurich Cantonal Bank
Downloads 660 (28,203)
Citation 1

Abstract:

Credit risk management, optimal limit policy, partial information, adverse selection

4.

Credit Portfolios: What Defines Risk Horizons and Risk Measurement?*

Journal of Banking and Finance, Forthcoming
Number of pages: 19 Posted: 02 Nov 2005 Last Revised: 05 Jan 2010
Silvan Ebnöther and Paolo Vanini
Zurich Cantonal Bank and University of Basel
Downloads 369 (60,451)
Citation 2

Abstract:

Credit risk management, portfolio management, risk measurement, coherence, VaR, expected shortfall, factor model

5.

Economic Capital for Market Risk

Number of pages: 19 Posted: 11 Jul 2015
Silvan Ebnöther
Zurich Cantonal Bank
Downloads 98 (93,807)

Abstract:

Risk management, economic capital, risk capital, value-at-risk, market risk, capital charge, cost of capital, risk budget, expo- sure management, corporate governance