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Market discipline and systemic risk
Morrison, Alan; Walther, Ansgar - In: Management science : journal of the Institute for … 66 (2020) 2, pp. 764-782
Persistent link: https://www.econbiz.de/10012213231
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Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
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Supervisory incentives in a banking union
Carletti, Elena; Dell'Ariccia, Giovanni; Marquez, Robert - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 455-470
Persistent link: https://www.econbiz.de/10012435301
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Systemic risk : what defaults are telling us
Giesecke, Kay; Kim, Baeho - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1387-1405
Persistent link: https://www.econbiz.de/10009297011
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Behavior of corporate depositors during a bank panic
Chernykh, Lucy; Mityakov, Sergey - In: Management science : journal of the Institute for … 68 (2022) 12, pp. 9129-9151
Persistent link: https://www.econbiz.de/10014285351
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Managerial applications of neural networks : the case of bank failure predictions
Tam, Kar Y. - In: Management science : journal of the Institute for … 38 (1992) 7, pp. 926-947
Persistent link: https://www.econbiz.de/10001129141
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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An axiomatic approach to systemic risk
Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
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Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909