Narrow search
Showing 1 - 10 of 25
Cover Image
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa; Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk 17 (2014/2015) 5, pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Cover Image
A general framework for constructing bank risk data sets
Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo - In: Journal of risk 20 (2017/2018) 3, pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Cover Image
Integrated bank risk modeling : a bottom-up statistical framework
Bellini, Tiziano - In: European journal of operational research : EJOR 230 (2013) 2, pp. 385-398
Persistent link: https://www.econbiz.de/10009771828
Cover Image
Allocation of risk capital on an internal market
Baule, Rainer - In: European journal of operational research : EJOR 234 (2014) 1, pp. 186-196
Persistent link: https://www.econbiz.de/10010247338
Cover Image
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard - In: Journal of risk 17 (2014/2015) 5, pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Cover Image
Applying the Cornish-Fisher expansion to value-at-risk estimation in Islamic banking
Izhar, Hylmun - In: Journal of risk 17 (2014/2015) 6, pp. 51-72
Persistent link: https://www.econbiz.de/10011438927
Cover Image
Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald - In: Journal of risk 18 (2015/2016) 3, pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
Cover Image
Impact of compensation structure and managerial incentives on bank risk taking
Francis, Bill B.; Gupta, Aparna; Hasan, Iftekhar - In: European journal of operational research : EJOR 242 (2015) 2, pp. 651-676
Persistent link: https://www.econbiz.de/10010491635