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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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Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z. - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
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Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
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Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
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Use of stress scenarios in market risk economic capital
Smillie, Alan; Epperlein, Eduardo; Pandya, Triyog - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 85-92
Persistent link: https://www.econbiz.de/10010259554
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Editorial: risk landscape 10 years on : the end of systemic risk or a new beginning?
Wilson, Thomas Charles - In: Journal of risk management in financial institutions 12 (2019) 2, pp. 108-114
Persistent link: https://www.econbiz.de/10012065273
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Risk accounting : part 1, the risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance
Grody, Allan D.; Hughes, Peter J. - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 130-146
Persistent link: https://www.econbiz.de/10011648172
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Managing operationl risk : moving towards the advanced measurement approach
McCormack, Peter; Sheen, Andrew; Umande, Philip - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10010413331
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Should SIFIs protect themselves from systemic risk?
Galizia, Federico - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10010526461
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A test of the feasibility of a common risk accounting metric for enterprise risks
Hughes, Peter; Williams, Julian - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 267-283
Persistent link: https://www.econbiz.de/10011942547