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Crisis risk and risk management
Stulz, René M. - In: European financial management : the journal of the … 29 (2023) 5, pp. 1377-1400
Persistent link: https://www.econbiz.de/10014430207
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.; Embrechts, Paul; Nešlehová, Johanna - In: Journal of banking & finance 30 (2006) 10, pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
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Aggregating risk capital, with an application to operational risk
Embrechts, Paul; Puccetti, Giovanni - In: The Geneva risk and insurance review 31 (2006) 2, pp. 71-90
Persistent link: https://www.econbiz.de/10003398777
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Risk management, governance, culture, and risk taking in banks
Stulz, René M. - In: Economic policy review 22 (2016) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10011558482
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A Darwinian view on internal models
Embrechts, Paul - In: Journal of risk 20 (2017/2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011847418