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  1. Crousillat, Cesar [Author]

    Stressed Expected Shortfall (ES) and Stressed Analytic VaR for Emerging Markets and Illiquid Assets – Complying with new Basel Committee Standards

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    [S.l.]: SSRN, [2018]

  2. Crousillat, Cesar [Author]

    Two New Risk Metrics : Liquidity Asian Put VaR(TM) and Shortfall(TM) to LIQUIDATION Based on Tail Volatilities & Correlations 'The Need for New Valuation, Risk and Policy Making Models'

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    [S.l.]: SSRN, [2017]

  3. Crousillat, Cesar [Author]

    VaR and Expected Shortfall Based on Put Option Formula and Tail Volatilities & Correlations : 'The Need for New Valuation, Risk and Policy Making Models'

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    [S.l.]: SSRN, [2017]

  14. Haas, Sylvia; Camm, John A.; Harald, Darius; Steffel, Jan; Virdone, Saverio; Pieper, Karen; Brodmann, Marianne; Schellong, Sebastian; Misselwitz, Frank; Kayani, Gloria; Kakkar, Ajay K.; Kakkar, Ajay K.; Bassand, Jean-Pierre; Camm, A. John; Fitzmaurice, David A.; Fox, Keith A. A.; Gersh, Bernard J.; Goldhaber, Samuel Z.; Goto, Shinya; Haas, Sylvia; Hacke, Werner; Mantovani, Lorenzo G.; Misselwitz, Frank; Pieper, Karen S.; [...]

    GARFIELD-AF: risk profiles, treatment patterns and 2-year outcomes in patients with atrial fibrillation in Germany, Austria and Switzerland (DACH) compared to 32 countries in other regions worldwide

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    Springer Science and Business Media LLC, 2023

    Published in: Clinical Research in Cardiology, 112 (2023) 6, Seite 759-771