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Credit ratings as indicators of implicit government support for global systemically important banks
Araten, Michel - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 345-352
Persistent link: https://www.econbiz.de/10011346970
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The end of the waterfall : default resources of central counterparties
Cont, Rama - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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Managing structured bonds : an analysis using RAROC and EVA
Cocozza, Rosa; Orlando, Albina - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10003907290
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Best practice and remaining challenges for credit economic capital
Neale, Corinne - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 268-276
Persistent link: https://www.econbiz.de/10003741754
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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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Blind spots in current risk management practices: measurement error
Bar-Or, Yuval D. - In: Journal of risk management in financial institutions 1 (2007/08) 4, pp. 435-438
Persistent link: https://www.econbiz.de/10003774709
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Calibrating exposure at default for corporate credit lines
Jiménez, Gabriel; López, José A.; Saurina, Jesús - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10003831734
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Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto; Brigo, Damiano; Pallavicini, Andrea - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 175-192
Persistent link: https://www.econbiz.de/10003831749
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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
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10003865066