| On the coherence of expected shortfall C Acerbi, D Tasche Journal of Banking & Finance 26 (7), 1487-1503, 2002 | 2564 | 2002 |
| Expected Shortfall: a natural coherent alternative to Value at Risk C Acerbi, D Tasche Economic Notes 31 (2), 379-388, 2002 | 1028 | 2002 |
| Expected shortfall and beyond D Tasche Journal of Banking & Finance 26 (7), 1519-1533, 2002 | 632 | 2002 |
| Risk contributions and performance measurement D Tasche Working paper, Technische Universität München, 1999 | 502 | 1999 |
| What is the best risk measure in practice? A comparison of standard measures S Emmer, M Kratz, D Tasche Journal of Risk 18 (2), 31-60, 2015 | 426 | 2015 |
| Testing rating accuracy B Engelmann, E Hayden, D Tasche Risk 16 (1), 82-86, 2003 | 391 | 2003 |
| Capital allocation to business units and sub-portfolios: the Euler principle D Tasche Pillar II in the New Basel Accord: The Challenge of Economic Capital, 423-453, 2008 | 279* | 2008 |
| Measuring the discriminative power of rating systems B Engelmann, E Hayden, D Tasche Deutsche Bundesbank, Discussion paper Series 2: Banking and Financial …, 2003 | 210 | 2003 |
| Allocating portfolio economic capital to sub-portfolios D Tasche Economic Capital: A Practitioner’s Guide, 275-302, 2004 | 157 | 2004 |
| Calculating credit risk capital charges with the one-factor model S Emmer, D Tasche Journal of Risk 7 (2), 85-103, 2005 | 132 | 2005 |
| Validation of internal rating systems and PD estimates D Tasche The analytics of risk model validation, 169-196, 2008 | 113 | 2008 |
| Conditional expectation as quantile derivative D Tasche Arxiv preprint math/0104190, 2001 | 106 | 2001 |
| Measuring sectoral diversification in an asymptotic multi-factor framework D Tasche Journal of Credit Risk 2 (3), 33-55, 2006 | 101 | 2006 |
| Estimating probabilities of default for low default portfolios K Pluto, D Tasche The Basel II Risk Parameters (2nd edition), 75-101, 2011 | 98* | 2011 |
| The single risk factor approach to capital charges in case of correlated loss given default rates D Tasche Discussion paper, Deutsche Bundesbank, 2004 | 81 | 2004 |
| Credit portfolio risk: Contributions to credit risk A Kurth, D Tasche Risk 16 (3), 84-88, 2003 | 78* | 2003 |
| Thinking positively K Pluto, D Tasche Risk 18 (8), 72-78, 2005 | 72 | 2005 |
| Fisher consistency for prior probability shift D Tasche Journal of Machine Learning Research 18 (95), 1-32, 2017 | 65 | 2017 |
| Capital allocation for credit portfolios with kernel estimators D Tasche Quantitative Finance 9 (5), 581-595, 2009 | 62 | 2009 |
| A traffic lights approach to PD validation D Tasche Arxiv preprint cond-mat/0305038, 2003 | 62 | 2003 |
carlo acerbiLARIX risk consulting, Geneva, SwitzerlandПотвърден имейл адрес: larixriskconsulting.com
