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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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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 for the Irish Government on Basel II and accounting failures
Flynn, Gerald; Butler, Cormac - In: Journal of risk management in financial institutions 6 (2012/13) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10009722606
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Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 249-263
Persistent link: https://www.econbiz.de/10011661844
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Expected loss provisioning under upcoming IFRS 9 Impairment Standards : a new source of P&L volatility - can we tame it?
Reitgruber, Wolfgang - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 332-343
Persistent link: https://www.econbiz.de/10011663073
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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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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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Payment and settlement systems: the case for mutualised risk mitigation within the Basel II framework
Grody, Allan D. - In: Journal of risk management in financial institutions 1 (2007/08) 4, pp. 394-405
Persistent link: https://www.econbiz.de/10003774703
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Capital allocation for operational risk
Brunner, Michael; Piacenza, Fabio; Monti, Fabio; … - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 165-174
Persistent link: https://www.econbiz.de/10003831746
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Credit derivatives : banks' behaviour, financial stability and banking regulation
Karras, Konstantinos N. - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003831751