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Stage transfer effect on impairment forecasts
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 244-256
Persistent link: https://www.econbiz.de/10011942536
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CVA wrong way risk multiplier decomposition and efficient CVA curve
Pang, Tao; Chen, Wei; Li, Le - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 390-404
Persistent link: https://www.econbiz.de/10011531231
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Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy; Vestal, Doug; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
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A mixed approach to risk aggregation using hierarcgucak copulas
Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 188-205
Persistent link: https://www.econbiz.de/10009737758
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Forecast of forecast : an analytical approach to stressed impairment forecasting
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 10 (2016/2017) 3, pp. 238-256
Persistent link: https://www.econbiz.de/10011800733
Cover Image
A mixed approach to risk aggregation using hierarcgucak copulas
Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 188-205
Persistent link: https://www.econbiz.de/10010117308