The Estimation of Banks’ Cost of Capital through the Capital at Risk Model: An Empirical Investigation across European Banks

2015 ◽  
pp. 35-65
Author(s):  
Federico Beltrame ◽  
Daniele Previtali ◽  
Luca Grassetti
Keyword(s):  
At Risk ◽  
Empirical Investigation ◽  
Cost Of Capital ◽  
Risk Model ◽  
European Banks ◽  
Capital At Risk

The Capital at Risk Model: Theoretical Aspects

2014 ◽  
pp. 59-84
Author(s):  
Federico Beltrame ◽  
Roberto Cappelletto ◽  
Gabriele Toniolo
Keyword(s):  
At Risk ◽  
Risk Model ◽  
Capital At Risk

The Capital at Risk Model Applied to the Firms Alpha, Beta and Gamma

2014 ◽  
pp. 105-166
Author(s):  
Federico Beltrame ◽  
Roberto Cappelletto ◽  
Gabriele Toniolo
Keyword(s):  
At Risk ◽  
Risk Model ◽  
Alpha Beta ◽  
Capital At Risk

Multifractal Value at Risk model

2016 ◽  
Vol 451 ◽  
pp. 113-122 ◽  
Author(s):  
Hojin Lee ◽  
Jae Wook Song ◽  
Woojin Chang
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Model
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