Narrow search
Showing 1 - 10 of 50
Cover Image
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z. - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Cover Image
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar; Benito Muela, Sonia; López-Martín, Carmen; … - In: Journal of risk 18 (2016) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Cover Image
Risk management and regulation
Adrian, Tobias - In: Journal of risk 20 (2017/2018) 1, pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Cover Image
Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
Cover Image
When swans are grey : VaR as an early warning signal
Satchkov, Daniel - In: Journal of risk management in financial institutions 3 (2009/10) 4, pp. 366-379
Persistent link: https://www.econbiz.de/10008736819
Cover Image
Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Capera Romero, Laura (contributor);  … - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 253-279
Persistent link: https://www.econbiz.de/10010197075
Cover Image
Nonparametric forward-looking value-at-risk
Nossman, Marcus; Vilhelmsson, Anders - In: Journal of risk 16 (2013/2014) 4, pp. 103-123
Persistent link: https://www.econbiz.de/10013262928
Cover Image
The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang; Uryasev, Stan - In: Journal of risk 20 (2017/2018) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
Cover Image
Value-at-risk models : a systematic review of the literature
Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk 25 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Cover Image
Managing risk in a creepy world
Sirbette, Didier; Cauwels, Peter - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10010526455