The 7 references without contexts in paper Kohei Marumo, Кохей Марумо (2017) “Непараметрический метод вычисления величины условной напряженности при наличии риска // A Non-parametric Method for Calculating Conditional Stressed Value at Risk” / spz:neicon:statecon:y:2017:i:5:p:42-48

1
Basel Committee on Banking Supervision. Fundamental review of the trading book : A revised market risk framework. Consultative Document, Bank for International Settlements, Oct. 2013.
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2
European Banking Authority. EBA guidelines on stressed value at risk (stressed VaR). Technical report, European Banking Authority, 2012.
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3
P. Gibart. Stressed VaR. Technical report, Crdit Agricole, 2012.
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4
K. Hong. Analytical method of computing stressed value-at-risk with conditional value-at-risk. Journal of Risk, 19(3):85–106, 2017.
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5
K. Marumo and R. C. Wolff. A non-parametric method for approximating joint densities and copula functions for financial markets. Saitama University Working Paper, (4), 2013.
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6
K. Marumo and R. C. Wolff. On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods. Journal of Risk, 18(3), 2016.
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7
C. Prignon and D. R. Smith. The level and quality of value-at-risk disclosure by commercial banks. Journal of Banking and Finance, 34:362– 377, 2010.
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