{"title":"银行对风险分担方法和基于风险计算的不能合并方案","authors":"M. Graalmann, F. Lehrbass","doi":"10.2139/ssrn.3454418","DOIUrl":null,"url":null,"abstract":"<b>German Abstract:</b> Mit einer Simulationsstudie zeigen wir, dass die Skepsis der Aufsicht hinsichtlich der Anerkennung von Diversifikationseffekten berechtigt scheint.<br><br><b>English Abstract:</b> We run a simulation study to check whether the scepticism of regulators to accept diversification benefits is well-founded. Our findings are confirmatory.","PeriodicalId":364869,"journal":{"name":"ERN: Simulation Methods (Topic)","volume":"299 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Eignung von Varianz-Kovarianz-Ansätzen und Copula-Modellen zur Risikoaggregation in bankaufsichtlichen Risikotragfähigkeitskonzepten (How Adequate Are Covariance and Copula Based Approaches of Risk Aggregation?)\",\"authors\":\"M. Graalmann, F. Lehrbass\",\"doi\":\"10.2139/ssrn.3454418\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<b>German Abstract:</b> Mit einer Simulationsstudie zeigen wir, dass die Skepsis der Aufsicht hinsichtlich der Anerkennung von Diversifikationseffekten berechtigt scheint.<br><br><b>English Abstract:</b> We run a simulation study to check whether the scepticism of regulators to accept diversification benefits is well-founded. Our findings are confirmatory.\",\"PeriodicalId\":364869,\"journal\":{\"name\":\"ERN: Simulation Methods (Topic)\",\"volume\":\"299 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Simulation Methods (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3454418\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Simulation Methods (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3454418","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Eignung von Varianz-Kovarianz-Ansätzen und Copula-Modellen zur Risikoaggregation in bankaufsichtlichen Risikotragfähigkeitskonzepten (How Adequate Are Covariance and Copula Based Approaches of Risk Aggregation?)
German Abstract: Mit einer Simulationsstudie zeigen wir, dass die Skepsis der Aufsicht hinsichtlich der Anerkennung von Diversifikationseffekten berechtigt scheint.
English Abstract: We run a simulation study to check whether the scepticism of regulators to accept diversification benefits is well-founded. Our findings are confirmatory.
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