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Specialisation in mortgage risk under Basel II
Benetton, Matteo; Eckley, Peter; Garbarino, Nicola; … - 2017
Persistent link: https://www.econbiz.de/10011629829
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Systematic tail risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - 2016
Persistent link: https://www.econbiz.de/10011581609
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The decline of solvency contagion risk
Bardoscia, Marco; Barucca, Paolo; Brinley Codd, Adam; … - 2017
Persistent link: https://www.econbiz.de/10011669480
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The market for sharing interest rate risk: quantities behind prices
Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023
Persistent link: https://www.econbiz.de/10014373715
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System-wide stress simulation
Aikman, David; Chichkanov, Pavel; Douglas, Graeme; … - 2019
Persistent link: https://www.econbiz.de/10012202172