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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068
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The effect of leverage on the magnitude of risk : can financial market Black Swan events : 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 2 (2013) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10010426274
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The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International journal of managerial and financial accounting 5 (2013) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
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From optimisation to resilience : the changing nature of the risk reward conversation as seen through Westpac's capital and liquidity management policies
Bosworth, Ed; Rich, Tony - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 160-166
Persistent link: https://www.econbiz.de/10009737793
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A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
regulators include compensating for the drawbacks of the Value at Risk (VaR) and expected shortfall risk models, resolving the …
Persistent link: https://www.econbiz.de/10011452984
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Measuring black swans in financial markets
Manhire, J. T. - In: Journal of mathematical finance 8 (2018) 1, pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
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Risk management in emerging markets : issues, framework, and modeling
Boubaker, Sabri (ed.); Buchanan, Bonnie (ed.);  … - 2016 - First edition
Persistent link: https://www.econbiz.de/10011520743
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Risk Management in Emerging Markets : Issues, Framework, and Modeling
Boubaker, Sabri - 2016
-- Introduction -- Scope and Data -- Methodology -- Historical VaR Modeling of Economic Capital -- Derivative-Based Segregated …
Persistent link: https://www.econbiz.de/10012682525
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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
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Short-selling, leverage and systemic risk
Pais, Amelia; Stork, Philip - 2013
During the Global Financial Crisis, regulators imposed short-selling bans to protect financial institutions. The rationale behind the bans was that "bear raids", driven by short-sellers, would increase the individual and systemic risk of financial institutions, especially for institutions with...
Persistent link: https://www.econbiz.de/10010226885