Marc-Philip Graalmann

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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Scholarly Papers (1)

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Eignung von Varianz-Kovarianz-Ansätzen und Copula-Modellen zur Risikoaggregation in bankaufsichtlichen Risikotragfähigkeitskonzepten (How Adequate Are Covariance and Copula Based Approaches of Risk Aggregation?)

ifes Schriftenreihe Band 17 (2018)
Number of pages: 112 Posted: 21 Oct 2019
Marc-Philip Graalmann and Frank Lehrbass
Deutsche Bundesbank and L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
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Abstract:

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banking supervision, banking regulation, diversification benefit