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Detecting underestimates of risk in VaR models
Thiele, Stephen - In: Journal of banking & finance 101 (2019), pp. 12-20
Persistent link: https://www.econbiz.de/10012162586
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Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John; Brigo, Damiano - In: Journal of banking & finance 101 (2019), pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
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The counterparty risk exposure of ETF investors
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - In: Journal of banking & finance 102 (2019), pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
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Model risk of expected shortfall
Lazar, Emese; Zhang, Ning - In: Journal of banking & finance 105 (2019), pp. 74-93
Persistent link: https://www.econbiz.de/10012163809
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Drivers of solvency risk : are microfinance institutions different?
Schulte, Markus; Winkler, Adalbert - In: Journal of banking & finance 106 (2019), pp. 403-426
Persistent link: https://www.econbiz.de/10012224325
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An equilibrium model of risk management spillover
Huang, Shiyang; Jiang, Ying; Qiu, Zhigang; Ye, Zhiqiang - In: Journal of banking & finance 107 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012224486
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Incentives and culture in risk compliance
Sheedy, Elizabeth A.; Zhang, Le; Tam, Kenny Chi Ho - In: Journal of banking & finance 107 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012224499
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Bank management expertise and asset securitization policies
Chen, Tsung-Kang; Liao, Hsien-hsing; Ye, Jing-Syuan - In: Journal of banking & finance 109 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012224950
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Bank management expertise and asset securitization policies
Chen, Tsung-Kang; Liao, Hsien-hsing; Ye, Jing-Syuan - In: Journal of banking & finance 109 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012224983
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Borrower distress and the efficiency of relationship banking
Donker, Han; Ng, Alex; Shao, Pei - In: Journal of banking & finance 112 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012225269