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Modelling systemic liquidity risk with feedback effects in the UK banking sector
Van Vuuren, Gary - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 36-59
Persistent link: https://www.econbiz.de/10009503117
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Early warning signals and systems for liquidity risk
Benzschawel, Terry - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 6-26
Persistent link: https://www.econbiz.de/10010526462
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Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields
Lakshmivarahan, S.; Stock, Duane R. - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 320-336
Persistent link: https://www.econbiz.de/10003741764
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The implosion of the Alt-A mortgage-backed securities market
Woodward, Luke; Raju, Sudhakar - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 214-225
Persistent link: https://www.econbiz.de/10003831753
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An alternative methodology for estimating credit quality transition matrices
Gómez-González, José E.; Morales Acevedo, Paola; … - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 353-364
Persistent link: https://www.econbiz.de/10003907276
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Documentation risk in credit default swaps : when is a hedge not a hedge?
Griffiths, Mark; Drake, Philip - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10003939674
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The impact of bank mergers on liquidity creation
Pana, Elisabeta; Park, Jin; Query, Tim - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10008905797
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Risk management and team-managed mutual funds
Bär, Michaela; Ciccotello, Conrad S.; Ruenzi, Stefan - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10008905798
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The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
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Information theoretic generator estimation with an application to ratings process migration
Stokes, Jeffrey R. - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10008905800