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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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Managing risk in a creepy world
Sirbette, Didier; Cauwels, Peter - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10010526455
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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
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Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10011443591
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Managing interest rate risk in the banking book using an optimisation framework
Bogie, Ozdemir; Gokul, Sudarsana - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 373-390
Persistent link: https://www.econbiz.de/10011663117
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Pension fund risk management : multi-stakeholders, risk management and the embedded options approach
Kocken, Theo - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 130-140
Persistent link: https://www.econbiz.de/10003831738
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Risk appetite : a crucial consideration for effective board risk oversight
Mandel, Christopher E.; Parija, Soubhagya - In: Journal of risk management in financial institutions 17 (2024) 2, pp. 168-182
Persistent link: https://www.econbiz.de/10014530004
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Is an oligopolistic banking system more resilient and at what cost? A study of the competitiveness of the Canadian banking structure
Ozdemir, Bogie; Giesinger, Michael - In: Journal of risk management in financial institutions 13 (2019/2020) 4, pp. 308-337
Persistent link: https://www.econbiz.de/10012504398
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The subprime fiasco : derivatives and ratings
Whalen, Christopher - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 10-11
Persistent link: https://www.econbiz.de/10003696339
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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