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Wrong-way risk bounds in counterparty credit risk management
Memartoluie, Amir; Saunders, David M.; Wirjanto, Tony S. - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10011670666
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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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How to implement counterparty credit risk requirements under Basel III : the challenges
Quamar, Diana - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10010197065
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On aggregate model risk management : focus on stress testing
Shi, Yan; Young, H. Walter; Cao, Ran - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
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Capital for concentrated credit portfolios
Kupiec, Paul H. - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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Economic capital: A brief history and practical applications today
Ferguson, Tally - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
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Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z. - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
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Stress test design
Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61
Persistent link: https://www.econbiz.de/10010259565
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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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An innovative approach for optimising CCP default management through agent-based modelling
Wise, Richard; Chen, Tao; Zhu, Dingqiu - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 286-293
Persistent link: https://www.econbiz.de/10014632940