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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
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Behavioural insights for improving the practice of risk management
Shefrin, Hersh - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 112-119
Persistent link: https://www.econbiz.de/10011648164
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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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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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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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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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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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Effective and efficient model risk management
Dodgson, Matthew - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
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The top 14 challenges for today’s model risk managers : has the time come to think about going beyond SR11-7?
Hill, Jon R. - In: Journal of risk management in financial institutions 12 (2019) 2, pp. 145-167
Persistent link: https://www.econbiz.de/10012065278
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Assessment of model risk in the aggregate : contribution of quantification
Brotcke, Liming; Brastow, Raymond T. - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 16-43
Persistent link: https://www.econbiz.de/10012041830