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Essays on risk management and systemic risk in insurance

Bierth, Christopher - 2016

Persistent link: https://www.econbiz.de/10012384638

Credit insurance under different policy regimes and associated risk of crisis

Tiwari, Ashu; Patro, Archana; Mohil, Soniya - In: The impacts of monetary policy in the 21st century : …, (pp. 361-374). 2019

Persistent link: https://www.econbiz.de/10012225786

SYSMO I : a systemic stress model for the Colombian financial system

Gamba, Santiago; Jaulín, Oscar; Lizarazo, Angélica; … - 2017

Persistent link: https://www.econbiz.de/10011869243

The influence of American subprime mortgage on BRICs : take ETFs for instance

Peng, Kai-chiung; Mao, Chang-chih; Yang, Chia-jung - In: The empirical economics letters : a monthly … 12 (2013) 11, pp. 1173-1180

Persistent link: https://www.econbiz.de/10010363730

Identifying contagion risk in the international banking system : an extreme value theory approach

Chan-Lau, Jorge A.; Mitra, Srobona; Ong, Li Lian - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 390-406

Persistent link: https://www.econbiz.de/10009689473

Forward-looking tail risk exposures at US Bank Holding Companies

Knaup, Martin; Wagner, Wolf - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 35-54

Persistent link: https://www.econbiz.de/10009714851

Assessing the Basel II internal ratings-based approach : empirical evidence from Australia

Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139

Persistent link: https://www.econbiz.de/10011563824

Stress testing the resilience of financial networks

Amini, Hamed; Cont, Rama; Minca, Andreea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009562144

M-PRESS-CreditRisk : a holistic micro- and macroprudential approach to capital requirements

Tente, Natalia; Westernhagen, Natalja von; Slopek, Ulf … - 2017

M-PRESS-CreditRisk is a new top-down macro stress testing framework that can help supervisors gauge banks' capital adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and macroprudential buffers in a unified, coherent framework....

Persistent link: https://www.econbiz.de/10011663208

Using expected shortfall for credit risk regulation

Osmundsen, Kjartan Kloster - In: Journal of international financial markets, … 57 (2018), pp. 80-93

Persistent link: https://www.econbiz.de/10012127600

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