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Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira; Galizia, Frederico; … - In: Journal of risk management in financial institutions 14 (2020/2021) 3, pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
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The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira - In: Journal of risk management in financial institutions 16 (2022/2023) 2, pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
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A pilot project for peer benchmarking of operational risk scenarios
Condamin, Laurent; Marie, Clémentine; Naim, Patrick - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 381-392
Persistent link: https://www.econbiz.de/10011980283
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A stochastic processes toolkit for risk management : Geometric Brownian motion, jumps, GARCH and variance gamma models
Brigo, Damiano; Dalessandro, Antonio; Neugebauer, Matthias - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 365-393
Persistent link: https://www.econbiz.de/10003907277
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Perspectives on risk management and behavioural finance
Hillson, David; Sobehart, J. R.; Ursachi, Irina; … - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 114-121
Persistent link: https://www.econbiz.de/10010359496
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Fixed-income ETFs : a liquidity illusion?
Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
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A quantitative model to articulate the banking risk appetite framework
Baldan, Cinzia; Geretto, Enrico; Zen, Francesco - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10011666248
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Market risk calculation for private equity fund-of-funds
Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
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The Asset-Liability Committee : ensuring effective balance sheet risk management during a market-wide stress event
Choudhry, Moorad - In: Journal of risk management in financial institutions 13 (2019/2020) 4, pp. 349-356
Persistent link: https://www.econbiz.de/10012504430
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How can run risk in digital asset markets be reduced?
Hopper, Gregory P. - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 383-394
Persistent link: https://www.econbiz.de/10014441048