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A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira; Marumo, Kohei; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 49-82
Persistent link: https://www.econbiz.de/10009934960
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Recent trends in the spread over Libor on the domestic straight bond trading market in Japan
Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 16 (1998) 2, pp. 113-128
Persistent link: https://www.econbiz.de/10009934932
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Risk management for equity portfolios of Japanese banks
Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 17 (1999) 2, pp. 91-117
Persistent link: https://www.econbiz.de/10009934942
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On the risk capital framework of financial institutions
Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - In: Monetary and economic studies 21 (2003) 3, pp. 83-105
Persistent link: https://www.econbiz.de/10009935023
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Value-at-risk versus expected shortfall: A practical perspective
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Journal of banking & finance 29 (2005) 4, pp. 997-1016
Persistent link: https://www.econbiz.de/10005879001
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Comparative Analyses of Expected Shortfall and Value-at-Risk
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Journal of the Operations Research Society of Japan : JORSJ 45 (2002) 4, pp. 506
Persistent link: https://www.econbiz.de/10006721579
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Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi; Yoshiba, Toshinao - In: The journal of credit risk : published quarterly by … 9 (2013) 2, pp. 27-44
Persistent link: https://www.econbiz.de/10010185497
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Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu; Oda, Nobuyuki; Yoshiba, Toshinao - In: Monetary and economic studies 17 (1999) 2, pp. 47-89
Persistent link: https://www.econbiz.de/10009934943
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Model risk and its control
Kato, Toshiyasu; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10009934958
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Comparative analyses of expected shortfall and value-at-risk, [Pt. 1]: their estimation error, decomposition, and optimization /Yasuhiro Yamai and Toshinao Yoshiba
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Monetary and economic studies 20 (2002) 1, pp. 87-121
Persistent link: https://www.econbiz.de/10009934999