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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872
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Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
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The fundamental review of trading book: New standard approach and risk management impacts
Poretta, Pasqualina; Agnese, Paolo - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 209-219
Persistent link: https://www.econbiz.de/10012613991
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Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
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Personal bankruptcy and credit supply and demand
Gropp, Reint; Scholz, John Karl; White, Michelle J. - 1996
Persistent link: https://www.econbiz.de/10000596851
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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238
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Best practice and remaining challenges for credit economic capital
Neale, Corinne - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 268-276
Persistent link: https://www.econbiz.de/10003741754