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Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony - 1999

Persistent link: https://www.econbiz.de/10000682884

Financial institutions management : a risk management approach

Saunders, Anthony; Cornett, Marcia Millon - 2018 - Ninth edition

hedge funds -- Financial services : insurance -- Risks of financial institutions -- Interest rate risk I -- Interest rate … -- Foreign exchange risk -- Sovereign risk -- Off-balance-sheet risk -- Technology and other operational risks -- Managing risk …

Persistent link: https://www.econbiz.de/10011556119

Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony; Allen, Linda - 2002 - 2. ed.

Persistent link: https://www.econbiz.de/10001649772

Understanding market, credit, and operational risk : the value at risk approach

Allen, Linda; Boudoukh, Jacob; Saunders, Anthony - 2004

Persistent link: https://www.econbiz.de/10001780395

Financial institutions management : a risk management approach

Saunders, Anthony; Cornett, Marcia Millon - 2006 - 5. ed., international ed.

Persistent link: https://www.econbiz.de/10002198243

The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios

Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - Federal Reserve Bank of Chicago - 2002

We study empirically the effect of focus (specialization) vs. diversification on the return and the risk of banks using data from 105 Italian banks over the period 1993–1999. Specifically, we analyze the tradeoffs between (loan portfolio) focus and diversification using a unique data set that...

Persistent link: https://www.econbiz.de/10010724372