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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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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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The calculation of portofolio unexpected loss in credit and operational risk
Samuels, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10009503109
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The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna; Zagst, Rudi - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
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A volatility-based single parameter Loss Given Default model
Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
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Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E.; McPhail, Lihong Lu - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 375-388
Persistent link: https://www.econbiz.de/10011346965
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Lessons learned from AQR : essential elements of the model review process
Beinker, Mark; Ivanov, Yuri; Mainik, Andreas; Irina, Ursachi - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10010526456
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Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
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Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael; Packham, Natalie - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10010526459
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Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael; Packham, Natalie - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10010526460