Narrow search
Showing 1 - 10 of 4,927
Cover Image
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.; Powell, R. J.; Singh, Abhay Kumar - In: European journal of operational research : EJOR 249 (2016) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
Cover Image
Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
Cover Image
Loss functions for Loss Given Default model comparison
Hurlin, Christophe; Leymarie, Jérémy; Patin, Antoine - In: European journal of operational research : EJOR 268 (2018) 1, pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Cover Image
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer; Kellner, Ralf; Rösch, Daniel - In: European journal of operational research : EJOR 271 (2018) 3, pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
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
Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech - In: European journal of operational research : EJOR 292 (2021) 3, pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
Cover Image
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica; Ranković, Vladimir; Ivanković, Miloš; … - In: European journal of operational research : EJOR 257 (2017) 3, pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Cover Image
Managing operational disruptions through capital adequacy and process improvement
Mizgier, Kamil J.; Hora, Manpreet; Wagner, Stephan M.; … - In: European journal of operational research : EJOR 245 (2015) 1, pp. 320-332
Persistent link: https://www.econbiz.de/10011291273
Cover Image
Do banks change their liquidity ratios based on network characteristics?
Ardekani, Aref Mahdavi; Distinguin, Isabelle; Tarazi, Amine - In: European journal of operational research : EJOR 285 (2020) 2, pp. 789-803
Persistent link: https://www.econbiz.de/10012239671
Cover Image
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603