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Risk management for equity portfolios of Japanese banks
Ieda, Akira; Ohba, Toshikazu - 1998
Persistent link: https://www.econbiz.de/10000994638
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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/10001402196
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Model risk and its control
Katō, Toshiyasu; Yoshiba, Toshinao - 2000
Persistent link: https://www.econbiz.de/10001486141
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Model risk and its control
Katō, Toshiyasu; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10001539621
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Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya; Sueshige, Takumi; Yoshiba, Toshinao - 2019
Persistent link: https://www.econbiz.de/10013448467