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Oordt, Maarten R. C. van - In: Journal of money, credit and banking : JMCB 55 (2023) 2/3, pp. 465-501

Persistent link: https://www.econbiz.de/10014305980

The Palgrave Handbook of Unconventional Risk Transfer

Pompella, Maurizio (ed.); Scordis, Nicos A. (ed.) - 2017

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of global financial and capital markets. Taking the financial crisis and global recession into account, it frames and contextualises non-traditional risk transfer tools created over the...

Persistent link: https://www.econbiz.de/10012397295

The Palgrave handbook of unconventional risk transfer

Pompella, Maurizio (ed.); Scordis, Nicos A. (ed.) - 2017

Persistent link: https://www.econbiz.de/10011668785

Construction of hypothetical scenarios for central counterparty stress tests using vine copulas

Bhanu, Aniket; Virmani, Vineet - In: The journal of financial market infrastructures 10 (2022) 4, pp. 29-53

Persistent link: https://www.econbiz.de/10014538750

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

Risk Management in Emerging Markets : Issues, Framework, and Modeling

Boubaker, Sabri - 2016

Exchange Market -- Introduction -- Literature Review and Propositions Development -- Data and Methodology -- Dependent Variable … - Volatility of Liquidity -- Independent Variables -- Methodology -- Empirical Results -- Descriptive Statistics -- Dynamic Panel … -- Descriptive Statistics -- Methodology -- Value Spreads -- Results -- Benchmark -- Correlations -- America -- Europe -- Asia …

Persistent link: https://www.econbiz.de/10012682525

Hidden Markov regimes in operational loss data : application to the recent financial crisis

Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51

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Corporate risk disclosures in turbulent times : an international analysis in the global financial crisis

Lajili, Kaouthar; Li, Tie Mei; Chourou, Lamia; Dobler, … - In: Journal of international financial management & accounting 35 (2024) 1, pp. 261-289

Persistent link: https://www.econbiz.de/10014472460

Unternehmensindividuelle Stresstests als Konsequenz aus der Finanzmarktkrise : Stressszenarien

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Persistent link: https://www.econbiz.de/10003834976

Stress test robustness : recent advances and open problems

Breuer, Thomas; Summer, Martin - In: Financial stability report 25 (2013), pp. 74-86

Persistent link: https://www.econbiz.de/10010356052