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The effect of credit guarantees on credit availability and delinquency rates
Cowan, Kevin; Drexler, Alejandro; Yañez, Álvaro - In: Journal of banking & finance 59 (2015), pp. 98-110
Persistent link: https://www.econbiz.de/10011544298
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Central bank collateral frameworks
Nyborg, Kjell G. - In: Journal of banking & finance 76 (2017), pp. 198-214
Persistent link: https://www.econbiz.de/10011814326
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The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.; Mo, Hengyong; Tang, Yi - In: Journal of banking & finance 32 (2008) 2, pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
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Robust optimization of conditional value at risk and portfolio selection
Quaranta, Anna Grazia; Zaffaroni, Alberto - In: Journal of banking & finance 32 (2008) 10, pp. 2046-2056
Persistent link: https://www.econbiz.de/10003778582
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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth A. - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
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A credit risk model for large dimensional portfolios with application to economic capital
Nyström, Kaj; Skoglund, Jimmy - In: Journal of banking & finance 30 (2006) 8, pp. 2163-2197
Persistent link: https://www.econbiz.de/10003355715
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.; Goldberg, Lawrence G.; Hanweck, Gerald … - In: Journal of banking & finance 30 (2006) 4, pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
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Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Junker, Markus; Szimayer, Alex; Wagner, Niklas F. - In: Journal of banking & finance 30 (2006) 4, pp. 1171-1199
Persistent link: https://www.econbiz.de/10003310246
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Internal ratings systems, implied credit risk and the consistency of banks ́risk classification policies
Jacobson, Tor; Lindé, Jesper; Roszbach, Kasper - In: Journal of banking & finance 30 (2006) 7, pp. 1899-1926
Persistent link: https://www.econbiz.de/10003339447