Narrow search
Showing 1 - 10 of 82
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
A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks
Hughes, Peter; Marzouk, Mahmoud - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10012613975
Cover Image
Estimating Value-at-Risk and expected shortfall of metal commodities : application of GARCH-EVT method
Khan, Maaz; Khan, Mrestyal; Irfan, Muhammad - In: Journal of risk management in financial institutions 16 (2022/2023) 2, pp. 189-199
Persistent link: https://www.econbiz.de/10014286674
Cover Image
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique; Hassani, Bertrand K. - In: Journal of risk management in financial institutions 6 (2012/13) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Cover Image
A methodology for actively managing tail risks and uncertainties
Broeders, Dirk; Loman, Herwin; Toor, Joris van - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10012041835
Cover Image
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Cover Image
Market BuVaR : a countercyclical risk metric
Wong, Max - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 419-432
Persistent link: https://www.econbiz.de/10009508301
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
How valuable is your VaR? : large sample confidence intervals for normal VaR
Moraux, Franck - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 189-200
Persistent link: https://www.econbiz.de/10009154314
Cover Image
On the definition of risk
Lemos, Filipe - In: Journal of risk management in financial institutions 13 (2019/2020) 3, pp. 266-278
Persistent link: https://www.econbiz.de/10012300957