Narrow search
Showing 1 - 10 of 48
Cover Image
Effectively hedging the interest rate risk of wide floating-rate coupon spreads
Schröder, Thomas; Dunbar, Kwamie - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 162-179
Persistent link: https://www.econbiz.de/10009154316
Cover Image
The value at risk of the mathematical provision : critical issues
Cocozza, Rosa; Lorenzo, Emilia di; Orlando, Albina; … - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 311-319
Persistent link: https://www.econbiz.de/10003741762
Cover Image
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
Cover Image
Have we gone too VAR? : the forsaken side of risk management
Payant, W. Randall - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 243-249
Persistent link: https://www.econbiz.de/10003865055
Cover Image
The drawbacks of VaR's, or risk management's Byzantine discussion
Angulo, Javier A. - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 259-264
Persistent link: https://www.econbiz.de/10003865062
Cover Image
Financial risk and capital adequacy: the moral hazard problem
Liu, Mei-ying - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 306-323
Persistent link: https://www.econbiz.de/10003865079
Cover Image
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
Cover Image
Using truncated Lévy flight to estimate downside risk
Xiong, James X. - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10003991439
Cover Image
Diversification effects in operational risk: a robust approach
Monti, Fabio; Brunner, Michael; Piacenza, Fabio; … - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
Cover Image
Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane; Coggins, Frank; Trudel, Yves - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10003991500