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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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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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An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit
Amdouni, Walid; Soumaré, Issouf - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 353-369
Persistent link: https://www.econbiz.de/10011346969
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The evolution of the Basel framework : are we back to where we started?
Phua, Frankie - In: Journal of risk management in financial institutions 12 (2019) 2, pp. 115-124
Persistent link: https://www.econbiz.de/10012065276
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A framework to analyse the sovereign credit risk exposure of financial institutions
Lewis, Jide - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 130-146
Persistent link: https://www.econbiz.de/10011306356
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Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet; Perilioglu, Karina - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
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A foundational approach to credit migration for stress testing and expected credit loss estimation
Sobehart, Jorge R.; Sun, Xiaoming - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 156-172
Persistent link: https://www.econbiz.de/10011879478
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Evolution of risk management from risk compliance to strategic risk management : from Basel I to Basel II, III and IFRS 9
Ozdemir, Bogie - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10011861024
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Can Basel 4 work? : what can go wrong? : an examination of the new Basel proposals
Ozdemir, Bogie; Sudarsana, Gokul; Giesinger, Michael - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 244-263
Persistent link: https://www.econbiz.de/10011443584
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Credit Bu VaR : asymmetric spread VaR with default
Wong, Max - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 86-95
Persistent link: https://www.econbiz.de/10009503106