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On the wicked problem of quantifying and managing non-financial risks and the role of digital technology in providing solutions
Butler, Tom; Brooks, Robert - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10014489154
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On aggregate model risk management : focus on stress testing
Shi, Yan; Young, H. Walter; Cao, Ran - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
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The role of models in economics and risk management
Rowe, David M. - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
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Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan; Sounders, David - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
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On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
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Market risk calculation for private equity fund-of-funds
Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
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A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
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The estimation of Value-at-Risk using a non-parametric approach
Olfat, Amir; Eskandari, Farzad - In: Journal of risk management in financial institutions 16 (2022/2023) 2, pp. 180-188
Persistent link: https://www.econbiz.de/10014286672
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The generation of synthetic data for risk modelling
Hurst, James; Mayorov, Kirill; Tatsinkou, Joseph … - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
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Have we gone too VAR? : the forsaken side of risk management
Payant, W. Randall - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 243-249
Persistent link: https://www.econbiz.de/10003865055